scientific article; zbMATH DE number 919367

MaRDI QIDQ4889038zbMATHFDO

Authors

Publication date 17 March 1997

zbMATH Keywords

Skorokhod integralanticipating equationsstochastic derivative

Mathematics Subject Classification ID

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

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Cited in

(12)

• On equivalence of solution to stochastic differential equation with antipating evolution system
• Approximate solutions to anticipative stochastic differential equations
• A Malliavin-type anticipative stochastic calculus
• A class of anticipating linear stochastic differential equations
• ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES
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• On anticipating Cauchy problem for stochastic differential equation in Hilbert space
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