Théorèmes limites pour les équations différentielles stochastiques anticipatives

DOI10.1080/17442509508833980MaRDI QIDQ4891627zbMATH OpenOpenAlexFDO

Authors M. Erraoui, Youssef Ouknine

Publication date 9 April 1997

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508833980

zbMATH Keywords

existence of a global solutionnonlinear anticipative stochastic differential equationSkorokhod integral

Mathematics Subject Classification ID

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

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