Anticipating stochastic Volterra equations

Stochastic Processes and their Applications

Volumn 72, Issue 1, 1997, Pages 73-95

  Alòs, Elisa ^a   Nualart, David ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031498065     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00075-6     Document Type: Article

References (12)

1. Berger, M.A., Mizel, V.J., 1980. Volterra equations with Itô integrals. J. Integral Equations 2, 187-245, 319-337.
2. Berger, M.A., Mizel, V.J., 1982. An extension of the stochastic integral. Ann. Probab. 10, 435-450.
3. Gaveau, B., Trauber, P., 1982. L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel. J. Funct. Anal. 46, 230-238.
4. Hu, Y., Nualart, D., 1997. Continuity of some anticipating integral processes, Statistics and Probability Letters, to appear.
5. Jolis, M., Sanz-Solé, M., 1992. Integrator properties of the Skorohod integral. Stochastics 41, 163-176.
6. Malliavin, P., 1978. Stochastic calculus of variations and hypoelliptic operators. In: Proc. Internat. Symp. on Stochastic Differential Equations, Kyoto 1976, Wiley, New York, pp. 195-263.
7. Nualart, D., 1995. The Malliavin Calculus and Related Topics. Springer, Berlin.
8. Nualart, D., Pardoux, E., 1988. Stochastic calculus with anticipating integrands. Probab. Theory Related Fields 78, 535-581.
9. Ocone, D., Pardoux, E., 1989. A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Ann. Inst. Henri Poincaré 25, 39-71.
10. Pardoux, E., Protter, Ph., 1990. Stochastic Volterra equations with anticipating coefficients. Ann. Probab. 18, 1635-1655.
11. Protter, Ph., 1985. Volterra equations driven by semimartingales. Ann. Probab. 13, 519-530.
12. Skorohod, A.V., 1975. On a generalization of a stochastic integral. Theory Probab. Appl. 20, 219-233.