Strong Solutions of Stochastic Bilinear Equations with Anticipating Drift in the First Wiener Chaos

Jorge A. Leon and Victor Perez-Abreu
Additional contact information
Jorge A. Leon: Centro de Investigación y de Estudios Avanzados del IPN
Victor Perez-Abreu: Centro de Investigación en Matemáticas A. C.

A chapter in Stochastic Processes, 1993, pp 235-243 from Springer

Abstract: Abstract This article deals with solutions of stochastic bilinear equations having Gaussian anticipating drift living in chaos of order one. The solution is given in terms of explicit expressions for the kernels of the multiple Wiener integrals in the chaos expansion.

Date: 1993
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-7909-0_26

Ordering information: This item can be ordered from
http://www.springer.com/9781461579090

DOI: 10.1007/978-1-4615-7909-0_26

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().