Multidimensional linear stochastic differential equations in the skorohod sense

DOI10.1080/17442509708834130zbMath0889.60065OpenAlexW1999644882MaRDI QIDQ4368878

David Nualart, Rainer Buckdahn, Paul Malliavin

Publication date: 22 June 1998

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

Full work available at URL: https://doi.org/10.1080/17442509708834130

zbMATH Keywords

Skorokhod integrallinear stochastic differential equationhyperbolic linear partial stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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