Stochastic Volterra Equations with Anticipating Coefficients
暂无分享,去创建一个
[1] Daniel Ocone,et al. Linear stochastic differential equations with boundary conditions , 1989 .
[2] A. Sznitman. Martingales dépendant d'un paramètre: une formule d'Ito , 1982 .
[3] P. Protter,et al. A two-sided stochastic integral and its calculus , 1987 .
[4] Philip Protter,et al. Volterra Equations Driven by Semimartingales , 1985 .
[5] M. Berger,et al. An Extension of the Stochastic Integral , 1982 .
[6] J. Jacod. Calcul stochastique et problèmes de martingales , 1979 .
[7] S. Ross,et al. AN INTERTEMPORAL GENERAL EQUILIBRIUM MODEL OF ASSET PRICES , 1985 .
[8] David Nualart,et al. Stochastic calculus with anticipating integrands , 1988 .
[9] Y. Shiota. A linear stochastic integral equation containing the extended Ito integral , 1986 .
[10] A. Skorokhod. On a generalization of the stochastic integral , 1976 .