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On the approximation of stochastic differential equation and on Stroock- Varadhan’s support theorem. (English) Zbl 0711.60051
The celebrated Stroock-Varadhan’s support theorem for diffusions is extended to the following case: $$x_ t$$ is a solution of the stochastic differential equation $dx_ t=b(t,x_ t)dt+\sum^{l}_{i=1}\sigma_ i(t,x_ t)\circ dm^ i_ t,$ where $$m_ t$$ is a continuous semimartingale, b and $$\sigma$$ are supposed to be unbounded, Lipschitz continuous and with at most linear growth. Under additional technical assumptions, the author gives the complete description of the support of the law of $$x_ t$$.
Reviewer: M.Chaleyat-Maurel

##### MSC:
 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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##### References:
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