Hilbert-valued anticipating stochastic differential equations

MaRDI QIDQ1316643zbMATHFDO

Authors Marta Sanz-Solé, A. Grorud, David Nualart

Publication date 20 September 1994

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1994__30_1_133_0

zbMATH Keywords

Kolmogorov continuity criterionFernique's entropy criterionPardoux's formula for Stratonovich integralsstochastic differential equation with Stratonovich integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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Cited in

(4)

• The substitution theorem for semilinear stochastic partial differential equations
• On anticipating Cauchy problem for stochastic differential equation in Hilbert space
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• Anticipating stochastic differential systems with memory

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