Strong solutions of anticipating stochastic differential equations on the Poisson space

MaRDI QIDQ2563703zbMATH OpenFDO

Authors Constantin Tudor, Jorge A. Leon, Juan Ruiz de Chávez

Publication date 16 December 1996

Published in Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

anticipating Poisson-Itô integralcanonical Poisson spacechaos decompositionstrong solutions

Mathematics Subject Classification ID

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

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