scientific article; zbMATH DE number 5592159

MaRDI QIDQ5324889zbMATH OpenFDO

Authors Alexandr V. Ilchenko

Publication date 8 August 2009

zbMATH Keywords

anticipating initial conditionextended stochastic integralpartial stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(2)

• scientific article; zbMATH DE number 1995716 (Why is no real title available?)
• On equivalence of solution to stochastic differential equation with antipating evolution system

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