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Anticipating Integral Equations

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Abstract

In this paper we deduce some estimates of the L p(Ω)-norm of the Skorohod and the forward integrals. These estimates allow us to study the existence of a unique solution to anticipating Volterra equations of the Skorohod and forward type. The coefficients F i(t,s,x),t≥s, are \(F_t \)-measurable and satisfy some differentiability conditions (in the sense of the stochastic calculus of variations).

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Authors and Affiliations

  1. Department of Mathematics, CINVESTAV–IPN, Apartado Postal 14-740, 07000, México, D.F., Mexico

    Jorge A. León

  2. Department of Mathematics, University of Barcelona, Gran Via De Les Corts Catalanes 585, 08007, Barcelona, Spain

    David Nualart

Authors
  1. Jorge A. León
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  2. David Nualart
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León, J.A., Nualart, D. Anticipating Integral Equations. Potential Analysis 13, 249–268 (2000). https://doi.org/10.1023/A:1008721318212

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