Strong solutions of anticipating stochastic differential equations on the Poisson space

zbMath0860.60035MaRDI QIDQ2563703

Constantin Tudor, Jorge A. Leon, Juan Ruiz de Chávez

Publication date: 16 December 1996

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

strong solutionschaos decompositioncanonical Poisson spaceanticipating Poisson-Itô integral

Mathematics Subject Classification ID

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

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