Stochastic parabolic equations with anticipative initial condition

DOI10.1080/17442509708834125zbMath0892.60070OpenAlexW2079735046MaRDI QIDQ4368874

Samy Tindel

Publication date: 9 August 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834125

zbMATH Keywords

stochastic heat equationstochastic flowforward integralanticipative stochastic differential equation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Anticipating stochastic differential systems with memory ⋮ On forward stochastic integrals over the loop space ⋮ Rough evolution equations ⋮ STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION

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