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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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Bibliographic Details
Date:	1995
Main Authors:	Kulik, A. M., Кулик, А. М.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1995
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5488
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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