Sur la question d'existence de solutions d'une équation différentielle stochastique du type noncausal. (On the existence of solutions of a stochastic differential equation of noncausal type)

DOI10.1215/KJM/1250521227zbMath0603.60059OpenAlexW1604277995MaRDI QIDQ1082716

Shigeyoshi Ogawa

Publication date: 1984

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250521227

zbMATH Keywords

existence theoremnoncausal equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (3)

Mean value theorems for the noncausal stochastic integral ⋮ Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model ⋮ On the Ito formula of noncausal type

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