On equivalence of solution to stochastic differential equation with antipating evolution system

DOI10.1080/07362999008809213zbMath0717.60068OpenAlexW1973498411WikidataQ115297062 ScholiaQ115297062MaRDI QIDQ5748689

Jorge A. Leon

Publication date: 1990

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999008809213

zbMATH Keywords

stochastic differential equationstrong solutionstochastic integralanticipating stochastic calculus

Mathematics Subject Classification ID

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

Related Items (6)

Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma ⋮ The Skorohod integral in conuclear spaces ⋮ Fubini theorem for anticipating stochastic integrals in Hilbert space ⋮ On equivalence of solution to stochastic differential equation with antipating evolution system ⋮ Nonlinear stochastic differential equations in infinite dimensions ⋮ Stochastic evolution equations with random generators

Cites Work

• Generalized stochastic integrals and the Malliavin calculus
• *-solutions of evolution equations in Hilbert space
• Stochastic calculus with anticipating integrands
• On equivalence of solution to stochastic differential equation with antipating evolution system
• Stochastic evolution equations

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