Time reversal of Volterra processes driven stochastic differential equations (Q1952467)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time reversal of Volterra processes driven stochastic differential equations |
scientific article; zbMATH DE number 6168852
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time reversal of Volterra processes driven stochastic differential equations |
scientific article; zbMATH DE number 6168852 |
Statements
Time reversal of Volterra processes driven stochastic differential equations (English)
0 references
31 May 2013
0 references
Summary: We consider stochastic differential equations driven by some Volterra processes. Under time reversal, these equations are transformed into past-dependent stochastic differential equations driven by a standard Brownian motion. We are then in position to derive existence and uniqueness of solutions of the Volterra driven SDE considered at the beginning.
0 references
Volterra driven SDE
0 references
existence and uniqueness of solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.90761566
0 references
0.9057899
0 references
0 references
0 references
0 references
