bibtype J - Journal Article
ARLID 0503559
utime 20240103221852.6
mtime 20190324235959.9
WOS 000461783800007
SCOPUS 85055561080
DOI 10.1080/07362994.2018.1524304
title (primary) (eng) Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces
specification
page_count 16 s.
media_type P
serial
ARLID cav_un_epca*0255142
ISSN 0736-2994
title Stochastic Analysis and Applications
volume_id 36
volume 6 (2018)
page_num 1037-1052
publisher
name Taylor & Francis
keyword Stochastic differential equation
keyword topological support
keyword Besov-Orlicz space
author (primary)
ARLID cav_un_auth*0260292
full_dept (cz) Stochastická informatika
full_dept (eng) Department of Stochastic Informatics
department (cz) SI
department (eng) SI
full_dept Department of Stochastic Informatics
name1 Ondreját
name2 Martin
institution UTIA-B
country CZ
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0373946
full_dept (cz) Stochastická informatika
full_dept Department of Stochastic Informatics
department (cz) SI
department SI
name1 Šimon
name2 Prokop
institution UTIA-B
country CZ
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0219359
full_dept (cz) Stochastická informatika
full_dept Department of Stochastic Informatics
department (cz) SI
department SI
full_dept Department of Stochastic Informatics
name1 Kupsa
name2 Michal
institution UTIA-B
country CZ
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2019/SI/ondrejat-0503559.pdf
cas_special
project
ARLID cav_un_auth*0321649
project_id GA15-08819S
agency GA ČR
country CZ
abstract (eng) 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.
result_subspec WOS
RIV BA
FORD0 10000
FORD1 10100
FORD2 10103
reportyear 2019
num_of_auth 3
mrcbC52 4 A hod 4ah 20231122143922.4
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0295382
mrcbC64 1 Department of Stochastic Informatics UTIA-B 10103 STATISTICS & PROBABILITY
confidential S
mrcbC86 2 Article Mathematics Applied|Statistics Probability
mrcbT16-e MATHEMATICSAPPLIED|STATISTICSPROBABILITY
mrcbT16-j 0.48
mrcbT16-s 0.552
mrcbT16-B 30.313
mrcbT16-D Q3
mrcbT16-E Q3
arlyear 2018
mrcbTft \nSoubory v repozitáři: ondrejat-0503559.pdf
mrcbU14 85055561080 SCOPUS
mrcbU24 PUBMED
mrcbU34 000461783800007 WOS
mrcbU63 cav_un_epca*0255142 Stochastic Analysis and Applications 0736-2994 1532-9356 Roč. 36 č. 6 2018 1037 1052 Taylor & Francis