Abstract
In the last years there have been several attempts to study stochastic integrals with respect to the Brownian motion involving non necessarily adapted stochastic processes. In particular an anticipating stochastic calculus concerning the Skorohod integral has been developed by Nualart and Pardoux in [3]. On the basis of this calculus one can study stochastic differential equations whose solutions are non adapted processes (see [4] for a survey).
This work has been partially supported by the Grant of the C.I.C.Y.T. n.° PB86–0238.
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References
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Millet, A., Nualart, D., Sanz, M. (1991). Small Perturbations for Quasilinear Anticipating Stochastic Differential Equations. In: Hornung, U., Kotelenez, P., Papanicolaou, G. (eds) Random Partial Differential Equations. International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série Internationale d’Analyse Numérique, vol 102. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-6413-8_12
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