scientific article; zbMATH DE number 431870

MaRDI QIDQ3138649zbMATH OpenFDO

Authors Víctor Pérez-Abreu, Jorge A. Leon

Publication date 19 May 1994

zbMATH Keywords

anticipative stochastic differential equationSkorokhod integralWiener chaos decomposition

Mathematics Subject Classification ID

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

Recommendations

• Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
• Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos
• Stochastic Differential Equations: A Wiener Chaos Approach
• Linear Skorohod stochastic differential equations
• Anticipative stochastic differential equations with nonsmooth diffusion coefficient

Cited in

(5)

• Large deviations for a class of chaos expansions
• Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
• Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients.
• On inverse-gamma distribution delayed by Poisson process
• Stability properties for the stochastic Anderson model with anticipating initial value

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