@article{AIHPB_1989__25_1_39_0,
author = {Ocone, Daniel and Pardoux, Etienne},
title = {A generalized {It\^o-Ventzell} formula. {Application} to a class of anticipating stochastic differential equations},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {39--71},
year = {1989},
publisher = {Gauthier-Villars},
volume = {25},
number = {1},
mrnumber = {995291},
zbl = {0674.60057},
language = {en},
url = {https://www.numdam.org/item/AIHPB_1989__25_1_39_0/}
}
TY - JOUR AU - Ocone, Daniel AU - Pardoux, Etienne TI - A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1989 SP - 39 EP - 71 VL - 25 IS - 1 PB - Gauthier-Villars UR - https://www.numdam.org/item/AIHPB_1989__25_1_39_0/ LA - en ID - AIHPB_1989__25_1_39_0 ER -
%0 Journal Article %A Ocone, Daniel %A Pardoux, Etienne %T A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations %J Annales de l'I.H.P. Probabilités et statistiques %D 1989 %P 39-71 %V 25 %N 1 %I Gauthier-Villars %U https://www.numdam.org/item/AIHPB_1989__25_1_39_0/ %G en %F AIHPB_1989__25_1_39_0
Ocone, Daniel; Pardoux, Etienne. A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Annales de l'I.H.P. Probabilités et statistiques, Tome 25 (1989) no. 1, pp. 39-71. https://www.numdam.org/item/AIHPB_1989__25_1_39_0/
[1] , Sobolev Spaces, Acad. Press, 1975. | Zbl | MR
[2] , A Generalized Formula of Itô and Some Other Properties of Stochastic Flows, Z. Wahrschein. Werw. Geb., Vol. 55, 1981, pp. 331-350. | Zbl | MR
[3] and , Diffusions conditionnelles, J. Funct. Anal., Vol. 44, 1981, pp. 174-211 and 45, 1982, pp. 274-292. | Zbl
[4] and Eds., Grossissements de filtrations: exemples et applications, Lecture Notes in Mathematics, Vol. 1118, Springer Verlag, 1985. | Zbl | MR
[5] Stochastic Differential Equations and Stochastic Flow of Diffeomorphisms, in Ecole d'été de Probabilités de St-Flour, P. L. Hennequin Ed., Lecture Notes in Mathematics, Vol. 1097, Springer-Verlag, 1984, pp. 144-300. | Zbl | MR
[6] Noncausal Stochastic Integrals and Calculus, in Stochastic Analysis and Related Topics, H. KOREZLIOGLU and Eds., Lecture Notes in Mathematics, No. 1316, Springer-Verlag, 1988, pp. 80-129. | Zbl | MR
[7] and , Stochastic Calculus with Anticipating Integrands Prob. Theory and Rel. Fields, Vol. 78, 1988, pp. 535-581. | Zbl | MR
[8] , Sur la question d'existence de solutions d'une equation différentielle stochastique de type noncausal, J. Math. Kyoto Univ., Vol. 24, 1984, pp. 699-704. | Zbl | MR






