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. 
@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},
     publisher = {Gauthier-Villars},
     volume = {25},
     number = {1},
     year = {1989},
     mrnumber = {995291},
     zbl = {0674.60057},
     language = {en},
     url = {http://archive.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  - http://archive.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 http://archive.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. http://archive.numdam.org/item/AIHPB_1989__25_1_39_0/

[1] R.A. Adams, Sobolev Spaces, Acad. Press, 1975. | MR | Zbl

[2] J.M. Bismut, A Generalized Formula of Itô and Some Other Properties of Stochastic Flows, Z. Wahrschein. Werw. Geb., Vol. 55, 1981, pp. 331-350. | MR | Zbl

[3] J.M. Bismut and D. Michel, Diffusions conditionnelles, J. Funct. Anal., Vol. 44, 1981, pp. 174-211 and 45, 1982, pp. 274-292. | Zbl

[4] T. Jeulin and M. Yor Eds., Grossissements de filtrations: exemples et applications, Lecture Notes in Mathematics, Vol. 1118, Springer Verlag, 1985. | MR | Zbl

[5] H. Kunita 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. | MR | Zbl

[6] D. Nualart Noncausal Stochastic Integrals and Calculus, in Stochastic Analysis and Related Topics, H. KOREZLIOGLU and A.S. Ustunel Eds., Lecture Notes in Mathematics, No. 1316, Springer-Verlag, 1988, pp. 80-129. | MR | Zbl

[7] D. Nualart and E. Pardoux, Stochastic Calculus with Anticipating Integrands Prob. Theory and Rel. Fields, Vol. 78, 1988, pp. 535-581. | MR | Zbl

[8] S. Ogawa, 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. | MR | Zbl