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
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@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 = {http://geodesic.mathdoc.fr/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 - http://geodesic.mathdoc.fr/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 http://geodesic.mathdoc.fr/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. http://geodesic.mathdoc.fr/item/AIHPB_1989__25_1_39_0/
