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Stochastic Analysis and Related Topics II pp 63–105Cite as

Applications of anticipating stochastic calculus to stochastic differential equations

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1444))

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Authors and Affiliations

  1. Mathématiques, URA 225, Université de Provence, F 13 331, Marseille Cedex 3

    Etienne Pardoux

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  1. Etienne Pardoux
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Hayri Korezlioglu Ali Suleyman Ustunel

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© 1990 Springer-Verlag

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Pardoux, E. (1990). Applications of anticipating stochastic calculus to stochastic differential equations. In: Korezlioglu, H., Ustunel, A.S. (eds) Stochastic Analysis and Related Topics II. Lecture Notes in Mathematics, vol 1444. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083610

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  • DOI: https://doi.org/10.1007/BFb0083610

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-53064-0

  • Online ISBN: 978-3-540-46596-6

  • eBook Packages: Springer Book Archive

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