Anticipating stochastic differential equations of Stratonovich type

DOI10.1007/s002459900063zbMath0904.60040OpenAlexW37262429WikidataQ127564523 ScholiaQ127564523MaRDI QIDQ1381314

Arturo Kohatsu-Higa, Jorge A. Leon

Publication date: 18 January 1999

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459900063

zbMATH Keywords

Stratonovich integralanticipating calculus

Mathematics Subject Classification ID

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

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