Quasi sure analysis and Stratonovich anticipative stochastic differential equations

DOI10.1007/BF01195882zbMath0791.60040MaRDI QIDQ1326334

Paul Malliavin, David Nualart

Publication date: 7 July 1994

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

zbMATH Keywords

stochastic differential equationanticipating stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications, Quasi-sure analysis of two-parameter stochastic differential equations, Large deviation principle for fractional Brownian motion with respect to capacity, Quasi-sure flows associated with vector fields of low regularity, Differentiable measures and the Malliavin calculus, Malliavin calculus and decoupling inequalities in Banach spaces

Cites Work

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• Stochastic calculus with anticipating integrands
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
• Quasi sure stochastic flows