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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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Datum:	1995
Hauptverfasser:	Kulik, A. M., Кулик, А. М.
Format:	Artikel
Sprache:	Russisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 1995
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/5488
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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