Geodesic
On a type of stochastic differential equations with anticipation
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 903-907 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider equations analogous to Itф stochastic differential equations but which contain the stochastic derivative instead of the stochastic differential. We prove the existence of a solution and also the preservation of peculiarities of equations that contain an extended stochastic integral.
Keywords: stochastic derivative, extended stochastic integral, equations with anticipation. 
@article{TVP_1995_40_4_a17,
     author = {A. A. Dorogovtsev},
     title = {On a type of stochastic differential equations with anticipation},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {903--907},
     year = {1995},
     volume = {40},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a17/}
}
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A. A. Dorogovtsev. On a type of stochastic differential equations with anticipation. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 903-907. http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a17/