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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 3, Pages 38–47 (Mi thsp227)  
On the representation of solutions of anticipating linear partial stochastic differential equations

Alexandr V. Ilchenko

Chair of General Mathematics, Mechanics and Mathematics Department, T.Shevchenko University, 6, Academician Glushkov Ave., Kyiv, Ukraine
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Abstract: The unique solution of an anticipating linear partial stochastic differential equation is constructed by means of the Fourier transformation.
Keywords: Anticipating initial condition, extended stochastic integral, partial stochastic differential equation.
Bibliographic databases:
Document Type: Article
MSC: 60H10, 60H15
Language: English
Citation: Alexandr V. Ilchenko, “On the representation of solutions of anticipating linear partial stochastic differential equations”, Theory Stoch. Process., 13(29):3 (2007), 38–47
Citation in format AMSBIB
\Bibitem{Ilc07}
\by Alexandr~V.~Ilchenko
\paper On the representation of solutions of anticipating
linear partial stochastic differential equations
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 3
\pages 38--47
\mathnet{http://mi.mathnet.ru/thsp227}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2396063}
\zmath{https://zbmath.org/?q=an:1199.60212}
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  • https://www.mathnet.ru/eng/thsp/v13/i3/p38
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