Stochastic parabolic equations with anticipative initial condition
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Publication:4368874
DOI10.1080/17442509708834125zbMath0892.60070OpenAlexW2079735046MaRDI QIDQ4368874
Publication date: 9 August 1998
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509708834125
stochastic heat equationstochastic flowforward integralanticipative stochastic differential equation
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (4)
Anticipating stochastic differential systems with memory ⋮ On forward stochastic integrals over the loop space ⋮ Rough evolution equations ⋮ STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION
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