Article ID Journal Published Year Pages File Type
1154404 Statistics & Probability Letters 2008 7 Pages PDF
Abstract
For anticipative stochastic differential equations with Skorohod and white noise integrals the existence of approximate (in the sense that the difference between the left- and the right-hand sides of the equation is small in appropriate norm) solutions is proved under fairly mild conditions.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Approximate solutions to anticipative stochastic differential equations
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