{"entities":{"Q2505396":{"pageid":2516139,"ns":120,"title":"Item:Q2505396","lastrevid":73505199,"modified":"2026-04-14T16:15:26Z","type":"item","id":"Q2505396","labels":{"en":{"language":"en","value":"Anticipative stochastic differential equations with nonsmooth diffusion coefficient"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5060144"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$62660A6B-41CB-47ED-B3A5-4E59942BD9CB","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0027a1791e356a5e221760ffc6930449150978d6","datavalue":{"value":{"text":"Anticipative stochastic differential equations with nonsmooth diffusion coefficient","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2505396$6951132E-9ECE-4879-8766-3C9FCD07E4AB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7c47601d9f1d0c691f7237a87681ccf104aa422a","datavalue":{"value":"1102.60057","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2505396$06A47EA6-B565-4A0A-AE9C-F84386ECE022","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b1966d1dbe72d9718a93d651ad131f927740f762","datavalue":{"value":{"entity-type":"item","numeric-id":343964,"id":"Q343964"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$027718C8-6A81-408A-B44D-E57852F58446","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9022dfc459f559856a162bb29019f955ec43ea2e","datavalue":{"value":{"time":"+2006-10-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2505396$265F45DF-398F-4818-A5ED-F5E310B22740","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"9f1843486e44f93fd9b4407ccb26c8177a5c297c","datavalue":{"value":"The author derives a result about existence and uniqueness of the solution of a certain linear stochastic differential equation  \\[ X_t(\\omega) = \\eta(\\omega) + \\int_0^t a_s X_s(\\omega) dW_s + \\int_0^tb_s X_s(\\omega)ds \\]  with anticipative drift term \\(b\\) and initial condition \\(\\eta\\), while the diffusion term \\(a\\) is assumed to be adapted, but otherwise rather general. The integral is interpreted as a Skorohod integral. In difference to other existing uniqueness and existence results on anticipative linear stochastic differential equations, the author does not impose any smoothness conditions in the Malliavin sense on the diffusion coefficient \\(a\\). This can be very useful in applications as it is often quite difficult to verify the smoothness conditions for the diffusion term.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2505396$885A01C1-CE1F-4428-9950-0DC1AEE9329C","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"f981bfd1e3cc6412590ff42b703463c9ea2863b3","datavalue":{"value":{"entity-type":"item","numeric-id":429544,"id":"Q429544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$CFC1F321-441B-46B0-A062-72426A57E2CF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2505396$CAB64357-D792-4C52-8D33-D635DD3B6D1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2505396$09D28912-27B2-4B59-B453-C65E1CDB4A80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bbd6c7be78f8a554b6f4de6e2ed6c8b83908be16","datavalue":{"value":"60H20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2505396$5FF2224A-77DC-49BE-B32B-8AE8903DDFBF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0eb4f0b59c6283302afecdfe1314ba9f6f7a62b4","datavalue":{"value":"5060144","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2505396$B9199A0B-3B68-4905-9D5F-9EFAD926FE6A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"78a06f290b5eb98b97cf511f60b206121fed9347","datavalue":{"value":"Skorokhod integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q2505396$ED95566A-EFEA-4986-A6AD-DF595CE5959E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5109203b44f08bdd74168740fd35f8715d92fdcd","datavalue":{"value":"Malliavin derivative","type":"string"},"datatype":"string"},"type":"statement","id":"Q2505396$A92ECB9E-F6C1-4159-BF32-A77CF58C21EB","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$721F0013-BAA2-42A4-B36A-C0E308A744C6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1d2da14cd87087a12da72220a58e2fe18283029b","datavalue":{"value":"https://doi.org/10.1007/s10114-005-0816-x","type":"string"},"datatype":"url"},"type":"statement","id":"Q2505396$6DE22A2C-C0B3-4B57-91BA-2AAD19D8B281","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"91e84f0eed185c403b8896e17e19b8a0fb356d90","datavalue":{"value":"W2140272344","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2505396$17C9853B-9D75-4FBA-A670-F4541575057F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e88a6c3ac343675125d9f211776060a555e007f","datavalue":{"value":{"entity-type":"item","numeric-id":1093993,"id":"Q1093993"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$0AE61AA5-10BD-4280-991D-A8B645313E4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0bdbb520194e6475f340b2acfeb8053c3d5b6134","datavalue":{"value":{"entity-type":"item","numeric-id":1113195,"id":"Q1113195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$7D5BD8AE-CBC5-481D-AA5D-5DB88B12402E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b5326f85e48159e1a51f33e0a0c20bb12cf0f20","datavalue":{"value":{"entity-type":"item","numeric-id":1121599,"id":"Q1121599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$7924A4B0-C14A-4C6A-BB1E-EA6FAC76AF15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2afee9826049ef6cdc765a3a66aeafdb4578ba16","datavalue":{"value":{"entity-type":"item","numeric-id":1178980,"id":"Q1178980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$FB9E7508-C771-482F-950A-3CABBB94975B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b090c8bf14242e1950116d69ef2f52136cf4eee","datavalue":{"value":{"entity-type":"item","numeric-id":1203917,"id":"Q1203917"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$8FE43DC5-4BA6-4051-A158-77F3CBCDF5DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"711cc57a5e97a24aea3be4ea8b9375b461be035b","datavalue":{"value":{"entity-type":"item","numeric-id":1333582,"id":"Q1333582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$E57F2041-530C-49CE-B099-6467680A3FE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fa6921274953219db2bd8ff5d148a678eb11e9d5","datavalue":{"value":{"entity-type":"item","numeric-id":2365734,"id":"Q2365734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$5E8D6C70-9E8F-4CE1-8F38-1E2EAACF972B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52f8a40b1de731d74feeebc81be7a304aec1ea82","datavalue":{"value":{"entity-type":"item","numeric-id":1846516,"id":"Q1846516"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$9543448E-4B40-49F4-8AAF-736F6B0BE59B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"883c4d080d1f2ed547ae370ed3e1ae174bd82795","datavalue":{"value":{"entity-type":"item","numeric-id":3332029,"id":"Q3332029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$E8B143D1-90C7-4C38-BA90-B0BAB4D0DFDA","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"347bb49753671c632e8877177749b8238d389dba","datavalue":{"value":"10.1007/S10114-005-0816-X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2505396$2059CD11-02BE-4BE7-874F-78A9AF9DE184","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3570b3f5f110906e70e74fb4db2efff35a52a831","datavalue":{"value":{"entity-type":"item","numeric-id":4225446,"id":"Q4225446"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2505396$72914363-952E-4B22-9681-7772D2BF9F3D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a8ea4b44aba51b3a0d37dcdf7406cb0148c55746","datavalue":{"value":{"entity-type":"item","numeric-id":3139093,"id":"Q3139093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8e1d1f5a4c01ffb83649b3c0248e15055af692bc","datavalue":{"value":{"amount":"+0.8533901572227478","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2505396$93290F1B-5D50-4D8C-86BE-CA78601BFDBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d4b5cd9140b8f1e9181d98164e6ed0ca2b2accb1","datavalue":{"value":{"entity-type":"item","numeric-id":4286667,"id":"Q4286667"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2cffa672c3466143505509e6a3848fc0165f74ec","datavalue":{"value":{"amount":"+0.8522570133209229","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2505396$77495F0D-472D-451D-86E8-6B03FC109DD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"00dec11e1b1eb009ebabec8e87d07e74ba69b9ee","datavalue":{"value":{"entity-type":"item","numeric-id":4368878,"id":"Q4368878"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5a8b96a82105f67c233e6c56812fb2ceb899b631","datavalue":{"value":{"amount":"+0.8257367014884949","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2505396$4B992BBB-1E7B-4DE2-BAE5-D7E4BF7C6DE1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c2a6a32824902b1901f1c05b7a8fb9cc042ec972","datavalue":{"value":{"entity-type":"item","numeric-id":1178980,"id":"Q1178980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cc248928fc24556349d3c412c6f04fb965196fd3","datavalue":{"value":{"amount":"+0.8237981796264648","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2505396$24B3A667-A512-45ED-9AA8-CEBD32E929A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7de907a540a8e99c306ff7756408f38e26b395b5","datavalue":{"value":{"entity-type":"item","numeric-id":2638659,"id":"Q2638659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1c7fb0141133608489b4f4e3aab6a7afb5ad5f4f","datavalue":{"value":{"amount":"+0.8236761093139648","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2505396$CC142DB2-952E-4731-8FAD-374E5F9036DD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Anticipative stochastic differential equations with nonsmooth diffusion coefficient","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Anticipative_stochastic_differential_equations_with_nonsmooth_diffusion_coefficient"}}}}}