Geodesic
On the representation of solutions of anticipating
Teoriâ slučajnyh processov, Tome 13 (2007) no. 3, pp. 38-47

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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. 
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     author = {Alexandr V. Ilchenko},
     title = {On the representation of solutions of anticipating},
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     year = {2007},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_3_a4/}
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Alexandr V. Ilchenko. On the representation of solutions of anticipating. Teoriâ slučajnyh processov, Tome 13 (2007) no. 3, pp. 38-47. http://geodesic.mathdoc.fr/item/THSP_2007_13_3_a4/