Journal article

Approximate Solutions To Anticipative Stochastic Differential Equations

Year:

2008

Published in:

Statistics & Probability Letters

Authors:

,

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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