Generalized integration and stochastic ODEs

DOI10.1214/aop/1020107768zbMath1022.60054MaRDI QIDQ1872259

Francesco Russo, Franco Flandoli

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1020107768

zbMATH Keywords

finite quadratic variation process; forward stochastic integration; generalized Itô-Wentzell formula

Mathematics Subject Classification ID

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

60H05: Stochastic integrals

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