On the Approximate Solutions of the Stratonovitch Equation

D. Feyel (Université Evry)
A. de La Pradelle (Université Paris VI)

Abstract


We present new methods for proving the convergence of the classical approximations of the Stratonovitch equation. We especially make use of the fractional Liouville-valued Sobolev space $W^{r,p}({\cal J}_{\alpha,p})$. We then obtain a support theorem for the capacity $c_{r,p}$.

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Pages: 1-14

Publication Date: May 13, 1998

DOI: 10.1214/EJP.v3-29

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