Integral approximation of stochastic differential equations with anticipating initial conditions

• Дата: 1995
• Автори: Kulik, A. M., Кулик, А. М.
• Формат: Стаття
• Мова: Російська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 1995
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/5488
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...