Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces

0503559 - ÚTIA 2019 US eng J - Článek v odborném periodiku
Ondreját, Martin - Šimon, Prokop - Kupsa, Michal
Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces.
Stochastic Analysis and Applications. Roč. 36, č. 6 (2018), s. 1037-1052. ISSN 0736-2994. E-ISSN 1532-9356
Grant CEP: GA ČR(CZ) GA15-08819S
Institucionální podpora: RVO:67985556
Klíčová slova: Stochastic differential equation * topological support * Besov-Orlicz space
Obor OECD: Statistics and probability
Impakt faktor: 0.878, rok: 2018
http://library.utia.cas.cz/separaty/2019/SI/ondrejat-0503559.pdf

The Besov-Orlicz space with the modulus being the square root, the parameter "q" being infinity and with the Young function for the Orlicz norm being the exponential of the square, is currently the smallest known classical function space to which paths of the Wiener process belong almost surely. We consider stochastic differential equations with no global growth condition on the non-linearities and we describe the topological support of the laws of trajectories of the solutions in every Polish subspace of continuous functions into which this Besov-Orlicz space is embedded compactly.
Trvalý link: http://hdl.handle.net/11104/0295382