Abstract
Stratonovich SDE — Intrinsic stochastic integral — Itô SDE, uniqueness of the Cauchy problem — The Stroock-Varadhan piecewise linear approximation — Algebraic analysis on the group of C∞-diffeomorphisms: the exponential map, the adjoint action — Reduced variation of the Stroock-Varadhan approximation sequence of a smooth SDE, its a priori bound; Bootstrap and proof of the limit theorem — Cauchy problem for SDE with Lipschitz coefficients — Critique of our approach.
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© 1997 Springer-Verlag Berlin Heidelberg
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Malliavin, P. (1997). From Ordinary Differential Equations to Stochastic Flow: The Transfer Principle. In: Stochastic Analysis. Grundlehren der mathematischen Wissenschaften, vol 313. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15074-6_8
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DOI: https://doi.org/10.1007/978-3-642-15074-6_8
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-15073-9
Online ISBN: 978-3-642-15074-6
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