Anticipative stochastic differential equations with nonsmooth diffusion coefficient

DOI10.1007/s10114-005-0816-xzbMath1102.60057OpenAlexW2140272344MaRDI QIDQ2505396

Zongxia Liang

Publication date: 4 October 2006

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0816-x

zbMATH Keywords

Skorokhod integralMalliavin derivative

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Cites Work

• Stochastic calculus with anticipating integrands
• Linear stochastic differential equations with boundary conditions
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Linear Skorohod stochastic differential equations
• Skorohod stochastic differential equations of diffusion type
• Linear stochastic differential equations and Wick products
• On nonlinear transformations of Gaussian measures
• Rademacher's theorem for Wiener functionals
• One-dimensional stochastic differential equations involving a singular increasing process

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