Hilbert-valued anticipating stochastic differential equations

zbMATH Open0796.60061MaRDI QIDQ1316643FDOQ1316643

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

Recommendations

• On the approximation of the solution of an anticipating stochastic differential equation
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• scientific article
• Continuity properties of Hilbert space valued martingales
• Some remarks on the continuity of random fields on Lipschitz spaces
• scientific article; zbMATH DE number 1862959
• The Skorohod integral in conuclear spaces
• scientific article; zbMATH DE number 3872403

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)

Cited In (4)

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

This page was built for publication: Hilbert-valued anticipating stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1316643)