Hilbert-valued anticipating stochastic differential equations

zbMath0796.60061MaRDI QIDQ1316643

Marta Sanz-Solé, A. Grorud, David Nualart

Publication date: 20 September 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_1_133_0

zbMATH Keywords

Kolmogorov continuity criterionFernique's entropy criterionPardoux's formula for Stratonovich integralsstochastic differential equation with Stratonovich integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (3)

Anticipating stochastic differential systems with memory ⋮ Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory ⋮ The substitution theorem for semilinear stochastic partial differential equations

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