Hilbert-valued anticipating stochastic differential equations

Axel Grorud; David Nualart; Marta Sanz-Solé

Annales de l'I.H.P. Probabilités et statistiques (1994)

  • Volume: 30, Issue: 1, page 133-161
  • ISSN: 0246-0203

How to cite

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Grorud, Axel, Nualart, David, and Sanz-Solé, Marta. "Hilbert-valued anticipating stochastic differential equations." Annales de l'I.H.P. Probabilités et statistiques 30.1 (1994): 133-161. <http://eudml.org/doc/77472>.

@article{Grorud1994,
author = {Grorud, Axel, Nualart, David, Sanz-Solé, Marta},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Fernique's entropy criterion; stochastic differential equation with Stratonovich integral; Kolmogorov continuity criterion; Pardoux's formula for Stratonovich integrals},
language = {eng},
number = {1},
pages = {133-161},
publisher = {Gauthier-Villars},
title = {Hilbert-valued anticipating stochastic differential equations},
url = {http://eudml.org/doc/77472},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Grorud, Axel
AU - Nualart, David
AU - Sanz-Solé, Marta
TI - Hilbert-valued anticipating stochastic differential equations
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 1
SP - 133
EP - 161
LA - eng
KW - Fernique's entropy criterion; stochastic differential equation with Stratonovich integral; Kolmogorov continuity criterion; Pardoux's formula for Stratonovich integrals
UR - http://eudml.org/doc/77472
ER -

References

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