Skorohod stochastic differential equations on random intervals

DOI10.1080/17442509408833917zbMath0827.60040OpenAlexW1968379254WikidataQ126243771 ScholiaQ126243771MaRDI QIDQ4849125

David Nualart, Michèle Thieullen

Publication date: 25 September 1995

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

Full work available at URL: https://doi.org/10.1080/17442509408833917

zbMATH Keywords

stochastic characteristicsanticipative stochastic integralsIto- Wentzell formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Martingale structure of Skorohod integral processes

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