On the approximation of the solution of an anticipating stochastic differential equation
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Publication:1969339
DOI10.5802/ambp.119zbMath0949.60071MaRDI QIDQ1969339
Abdelkarem Berkaoui, Youssef Ouknine
Publication date: 4 June 2000
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AMBP_1999__6_2_29_0
Stratonovich integral; Liouville space; anticipating stochastic differential equation; Liouville integral
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
Cites Work