scientific article; zbMATH DE number 953269
From MaRDI portal
Publication:4718214
zbMath0865.60044MaRDI QIDQ4718214
David Nualart, Michèle Thieullen
Publication date: 1 December 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Skorokhod integralanticipative stochastic calculusanticipative stochastic differential equationfirst-order stochastic partial differential equationSkorokhod integral of random intervals
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)