Integral approximation of stochastic differential equations with anticipating initial conditions
We give a sequence of stochastic integro-differential equations that approximates a stochastic differential equation with an anticipating initial condition and localized Skorokhod stochastic integral. A sequence of solutions of these equations is obtained. The convergence of this sequence to a certa...
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| Date: | 1995 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5488 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |