scientific article; zbMATH DE number 432954

MaRDI QIDQ3139093zbMATH OpenFDO

Authors Rainer Buckdahn

Publication date 20 June 1994

zbMATH Keywords

anticipative stochastic differential equationItô's formularegularity conditionsSkorokhod integralWiener measure

Mathematics Subject Classification ID

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

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• Itô-Skorohod stochastic equations and applications to finance
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• Anticipative calculus for Lévy processes and stochastic differential equations^*
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• Théorèmes limites pour les équations différentielles stochastiques anticipatives
• Integral approximation of stochastic differential equations with anticipating initial conditions

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