Support Theorem for Random Evolution Equations in Hlderian Norm
Journal Title: Journal of Advances in Mathematics and Computer Science - Year 2017, Vol 20, Issue 3
Abstract
In this paper, we purpose to prove the support theorem of the random evolution equation dX(t) = σ(X(t),Z(t))dWt + b(X(t), Y (t))dt (E) where X = {X(t), t ∈ [0; 1]} is the solution of (E) considered as which a random-variable to value in C ;0([0; 1];Rd). The coefficients σ and b satisfied Lipschitz condition and linear growth and depend to Z = {Z(t), t ∈ [0; 1]} and Y = {Y (t), t ∈ [0; 1]} and W is a d-dimensional brownian motion. For this, we use the method of approximations of the solution of random evolution equations and extend the results well-known of diffusion processes.
Authors and Affiliations
J. H. Andriatahina, R. N. B. Rakotoarisoa, T. J. Rabeherimanana
Keywords
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- EP ID EP322189
- DOI 10.9734/BJMCS/2017/29942
- Views 87
- Downloads 0
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