Skorohod stochastic differential equations of diffusion type

DOI10.1007/BF01193054zbMath0767.60048MaRDI QIDQ1203917

Rainer Buckdahn

Publication date: 10 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Brownian motionstochastic differential equationsanticipationexistence of a global solutionSkorokhod-integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items

Skorohod stochastic differential equations with boundary conditions ⋮ Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter ⋮ Optimal pointwise approximation of anticipating SDEs ⋮ Maximum likelihood estimation in Skorohod stochastic differential equations ⋮ Approximate solutions to anticipative stochastic differential equations ⋮ Anticipative stochastic differential equations with nonsmooth diffusion coefficient

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