APPROXIMATION AND SUPPORT THEOREMS IN MODULUS SPACES
成果类型：
Article
署名作者：
GYONGY, I; NUALART, D; SANZSOLE, M
署名单位：
University of Barcelona
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/BF01202782
发表日期：
1995
页码：
495-509
关键词：
摘要：
We prove an approximation theorem for stochastic differential equations, under rather weak smoothness conditions on the coefficients, when the driving semimartingales are approximated by continuous semimartingales, in probability, and the solutions are considered in several Banach spaces, defined in terms of different types of the modulus of continuity. Hence Stroock-Varadhan's support theorem is obtained in these spaces, in particular, in appropriate Besov and Holder spaces.
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