ANTICIPATING STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：0
作者：
NUALART, D
机构：
来源：
BULLETIN DES SCIENCES MATHEMATIQUES | 1993年 / 117卷 / 01期
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中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The stochastic calculus for processes which are not necessarily adapted to the Brownian filtration has been developed, and one of its main applications is the study of stochastic differential equations where the solution is not adapted to the Brownian motion. Before entering into the discussion on the anticipating stochastic differential equations, let us briefly describe what we understand by anticipating stochastic calculus.
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页码：49 / 62
页数：14
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