Anticipating differential equation on a manifold and approximations

DOI10.1016/0378-4754(93)E0066-EzbMATH Open0824.60057MaRDI QIDQ1897657FDOQ1897657

Authors: Monique Pontier, A. Grorud 

Publication date: 6 November 1995

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

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zbMATH Keywords

Malliavin derivativeSkorokhod integralstochastic calculussecond-order geometryanticipating stochastic differential equationmanifold valued anticipating process

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cites Work

• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic calculus with anticipating integrands
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Title not available (Why is that?)
• Linear stochastic differential equations with boundary conditions
• Linear Skorohod stochastic differential equations
• Integrator properties of the skorohod integral
• Compact manifolds with a little negative curvature
• Calcul anticipatif d'ordre deux
• Title not available (Why is that?)

Cited In (3)

• Stochastic anticipative integrals on a Riemannian manifold
• Title not available (Why is that?)
• Calcul anticipatif d'ordre deux

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