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Applications of anticipating stochastic calculus to stochastic differential equations · Study

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ChapterApplications of anticipating stochastic calculus to stochastic differential equations

Étienne Pardoux1990

Chapter1990

Applications of anticipating stochastic calculus to stochastic differential equations

Étienne Pardoux

27 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1988Stochastic calculus with anticipating integrands 1976On a Generalization of a Stochastic Integral 1986Generalized stochastic integrals and the malliavin calculus 1974On nonlinear transformations of Gaussian measures 1990Stochastic Volterra Equations with Anticipating Coefficients 1981Diffusions conditionnelles. I. Hypoellipticité partielle 1981A generalized formula of Ito and some other properties of stochastic flows 1991Boundary Value Problems for Stochastic Differential Equations

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1992Skorohod stochastic differential equations of diffusion type

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1997Differentiable measures and the Malliavin calculusarticle · 5 shared references 2006A guide to the stochastic calculus of variationschapter · 4 shared references 1991Second order stochastic differential equations with Dirichlet boundary conditionsarticle · 4 shared references 2004Volterra equations with fractional stochastic integralsarticle · 4 shared references 2006Nonclausal stochastic integrals and calculuschapter · 4 shared references 1990Anticipative calculus for the poisson process based on the fock spacechapter · 3 shared references

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Year1990

Typechapter

Published1990-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations27

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0083610

openalex_workW155934768

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