Stratonovich Anticipative Stochastic Differential Equations In The Plane

DOI10.1080/17442500008834235zbMath0956.60063OpenAlexW2014844183MaRDI QIDQ4949458

Xicheng Zhang, Shaopu Zhou

Publication date: 7 March 2001

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

Full work available at URL: https://doi.org/10.1080/17442500008834235

zbMATH Keywords

Stratonovich integralslim setKolmogorov criterionanticipative stochastic differential equations\(\omega\)-quasi-continuous redefinition

Mathematics Subject Classification ID

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

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