Integral approximation of stochastic differential equations with anticipating initial conditions

DOI10.1007/BF01084903zbMATH Open0941.60077MaRDI QIDQ4940570

A. M. Kulik

Publication date: 2 March 2000

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationWiener processapproximationSkorokhod stochastic integral

Mathematics Subject Classification ID

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

Related Items (3)

Title not available (Why is that?) ⋮ Anticipative stochastic integration based on time-space chaos ⋮ Title not available (Why is that?)

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