Approximate solutions to anticipative stochastic differential equations

Yu. Mishura and G. Shevchenko

Statistics & Probability Letters, 2008, vol. 78, issue 1, 60-66

Abstract: 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.

Keywords: White; noise; space; Skorohod; integral; [var; epsilon]-solution (search for similar items in EconPapers)
Date: 2008
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