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 $c_{r,p}$.
Citation
D. Feyel. A. de La Pradelle. "On the Approximate Solutions of the Stratonovitch Equation." Electron. J. Probab. 3 1 - 14, 1998. https://doi.org/10.1214/EJP.v3-29
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