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Volumn 13, Issue 3, 2000, Pages 249-268

Anticipating Integral Equations

Author keywords

Anticipating stochastic calculus; Skorohod integral; Stochastic Volterra equations

Indexed keywords


EID: 0042188253     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008721318212     Document Type: Article
Times cited : (6)

References (13)
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    • 0031498065 scopus 로고    scopus 로고
    • Anticipating stochastic Volterra equations
    • Alòs, E. and Nualart, D.: 'Anticipating stochastic Volterra equations', Stock. Proc. Appl. 72 (1997), 73-95.
    • (1997) Stock. Proc. Appl. , vol.72 , pp. 73-95
    • Alòs, E.1    Nualart, D.2
  • 2
    • 0010779278 scopus 로고
    • An extension of the stochastic integral
    • Berger, M. A. and Mizel, V.: 'An extension of the stochastic integral', Ann. Probab. 10 (1982), 435-450.
    • (1982) Ann. Probab. , vol.10 , pp. 435-450
    • Berger, M.A.1    Mizel, V.2
  • 3
    • 0000413745 scopus 로고
    • Volterra equations with Itô integrals - I, II
    • Berger, M. A. and Mizel, V.: 'Volterra equations with Itô integrals - I, II', J. Integral Equations 2 (1980), 187-245, 319-337.
    • (1980) J. Integral Equations , vol.2 , pp. 187-245
    • Berger, M.A.1    Mizel, V.2
  • 4
    • 0010604993 scopus 로고
    • On the existence of solutions of stochastic Volterra equations
    • In Russian
    • Kolodii, A. M.: 'On the existence of solutions of stochastic Volterra equations', Theory of Random Processes 11 (1983), 51-57. (In Russian).
    • (1983) Theory of Random Processes , vol.11 , pp. 51-57
    • Kolodii, A.M.1
  • 5
    • 22044441820 scopus 로고    scopus 로고
    • Stochastic evolution equations with random generators
    • León, J. A. and Nualart, D.: 'Stochastic evolution equations with random generators', Ann. of Probab. 26 (1998), 149-186.
    • (1998) Ann. of Probab. , vol.26 , pp. 149-186
    • León, J.A.1    Nualart, D.2
  • 6
    • 0001626619 scopus 로고
    • Stochastic calculus with anticipating integrands
    • Nualart, D. and Pardoux, E.: 'Stochastic calculus with anticipating integrands', Probab. Theory Rel. Fields 78 (1988), 535-581.
    • (1988) Probab. Theory Rel. Fields , vol.78 , pp. 535-581
    • Nualart, D.1    Pardoux, E.2
  • 8
    • 0000084472 scopus 로고
    • Stochastic Volterra equations with anticipating coefficients
    • Pardoux, E. and Protter, P.: 'Stochastic Volterra equations with anticipating coefficients', Ann. Probab. 18 (1990), 1635-1655.
    • (1990) Ann. Probab. , vol.18 , pp. 1635-1655
    • Pardoux, E.1    Protter, P.2
  • 9
    • 0000164321 scopus 로고
    • Volterra equations driven by semimartingales
    • Protter, P.: 'Volterra equations driven by semimartingales', Ann. Probab. 13 (1985), 519-530.
    • (1985) Ann. Probab. , vol.13 , pp. 519-530
    • Protter, P.1
  • 10
    • 21344479524 scopus 로고
    • Forward, backward and symmetric stochastic integration
    • Russo, F. and Vallois, P.: 'Forward, backward and symmetric stochastic integration', Probab. Theory Rel. Fields 97 (1993), 403-421.
    • (1993) Probab. Theory Rel. Fields , vol.97 , pp. 403-421
    • Russo, F.1    Vallois, P.2
  • 11
    • 0003250388 scopus 로고
    • On a characterization of the Sobolev spaces over an abstract Wiener space
    • Sugita, H.: 'On a characterization of the Sobolev spaces over an abstract Wiener space', J. Math. Kyoto University 25 (1985), 717-725.
    • (1985) J. Math. Kyoto University , vol.25 , pp. 717-725
    • Sugita, H.1
  • 12
    • 0042080883 scopus 로고
    • Some properties of mild solutions of delay stochastic evolution equations
    • Tudor. C.: 'Some properties of mild solutions of delay stochastic evolution equations', Stochastics 17 (1986), 1-18.
    • (1986) Stochastics , vol.17 , pp. 1-18
    • Tudor, C.1
  • 13
    • 51249191312 scopus 로고
    • Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations
    • Zakai, M.: 'Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations', Israel J. Math. 5 (1967), 170-176.
    • (1967) Israel J. Math. , vol.5 , pp. 170-176
    • Zakai, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.