Anticipating stochastic differential systems with memory

DOI10.1016/j.spa.2009.02.005zbMath1196.60103OpenAlexW2150861686MaRDI QIDQ841479

Tu-Sheng Zhang, Salah-Eldin A. Mohammed

Publication date: 17 September 2009

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

Full work available at URL: https://doi.org/10.1016/j.spa.2009.02.005

zbMATH Keywords

Malliavin calculusperfect cocyclesubstitution theoremanticipating initial conditionstochastic differential systems with memorystochastic functional differential equation (sfde)stochastic semiflow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Related Items (1)

The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic calculus with anticipating integrands
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Hilbert-valued anticipating stochastic differential equations
• The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow.
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• The substitution theorem for semilinear stochastic partial differential equations
• Stochastic parabolic equations with anticipative initial condition
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations

This page was built for publication: Anticipating stochastic differential systems with memory