Journal article

Approximate Solutions To Anticipative Stochastic Differential Equations

Year:

2008

Published in:

Statistics & Probability Letters
anticipative stochastic differential equations
Skorohod integrals
white noise integrals
approximate solutions
mild conditions

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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