On anticipating Cauchy problem for stochastic differential equation in Hilbert space

zbMATH Open1097.60052MaRDI QIDQ5487216FDOQ5487216

Authors:

Publication date: 19 September 2006

Recommendations

• scientific article; zbMATH DE number 1837562
• Anticipated time-dependent backward stochastic evolution equations
• Publication:4884512
• scientific article; zbMATH DE number 919367
• Hilbert-valued anticipating stochastic differential equations

zbMATH Keywords

Skorokhod integralcylindrical Wiener processstochastic derivative

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (3)

• Stochastic Cauchy problem in Hilbert spaces: models, examples, solutions
• Strong solutions of anticipating stochastic differential equations on the Poisson space
• Title not available (Why is that?)

This page was built for publication: On anticipating Cauchy problem for stochastic differential equation in Hilbert space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5487216)