On the approximation of the solution of an anticipating stochastic differential equation

DOI10.5802/ambp.119zbMath0949.60071OpenAlexW1967715308MaRDI QIDQ1969339

Abdelkarem Berkaoui, Youssef Ouknine

Publication date: 4 June 2000

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_1999__6_2_29_0

zbMATH Keywords

Stratonovich integralLiouville spaceanticipating stochastic differential equationLiouville integral

Mathematics Subject Classification ID

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

Cites Work

• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Large deviations for a class of anticipating stochastic differential equations
• On fractional Brownian processes
• On the approximate solutions of the Stratonovitch equation
• Unnamed Item

This page was built for publication: On the approximation of the solution of an anticipating stochastic differential equation