×

Analyse quasi-sûre des équations différentielles stochastiques. (Almost-sure analysis of stochastic differential equations). (French) Zbl 0707.60056

The author established a criterion for quasi-sure continuity of trajectories of a process analogous to the classical Kolmogorov criterion for a.s. continuity. Then a theorem of convergence outside a fine set of the Stroock-Varadhan approximation of stochastic differential equations by ordinary differential equations is established.
Reviewer: Jiagang Ren

MSC:

60H99 Stochastic analysis
60G17 Sample path properties