@article{AIHPB_1994__30_1_133_0, author = {Grorud, Axel and Nualart, David and Sanz-Sol\'e, Marta}, title = {Hilbert-valued anticipating stochastic differential equations}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {133--161}, publisher = {Gauthier-Villars}, volume = {30}, number = {1}, year = {1994}, mrnumber = {1262894}, zbl = {0796.60061}, language = {en}, url = {http://archive.numdam.org/item/AIHPB_1994__30_1_133_0/} }
TY - JOUR AU - Grorud, Axel AU - Nualart, David AU - Sanz-Solé, Marta TI - Hilbert-valued anticipating stochastic differential equations JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1994 SP - 133 EP - 161 VL - 30 IS - 1 PB - Gauthier-Villars UR - http://archive.numdam.org/item/AIHPB_1994__30_1_133_0/ LA - en ID - AIHPB_1994__30_1_133_0 ER -
%0 Journal Article %A Grorud, Axel %A Nualart, David %A Sanz-Solé, Marta %T Hilbert-valued anticipating stochastic differential equations %J Annales de l'I.H.P. Probabilités et statistiques %D 1994 %P 133-161 %V 30 %N 1 %I Gauthier-Villars %U http://archive.numdam.org/item/AIHPB_1994__30_1_133_0/ %G en %F AIHPB_1994__30_1_133_0
Grorud, Axel; Nualart, David; Sanz-Solé, Marta. Hilbert-valued anticipating stochastic differential equations. Annales de l'I.H.P. Probabilités et statistiques, Volume 30 (1994) no. 1, pp. 133-161. http://archive.numdam.org/item/AIHPB_1994__30_1_133_0/
[1] Processus de diffusion associé aux mesures de Gibbs, Z. Wahrsch. Verw. Geb., Vol. 46, 1978, pp. 107-124. | MR | Zbl
and ,[2] Régularité de fonctions aléatoires non gaussiennes, École d'été de probabilités de Saint-Flour, XI-1981, P. L. HENNEQUIN Ed., Lecture Notes in Math., No. 976, Springer-Verlag, Berlin-Heidelberg-New York, 1983. | MR | Zbl
,[3] Intégrales hilbertiennes anticipantes par rapport à un processus de Wiener cylindrique et calcul stochastique associé, Applied Math. and Optimization, Vol. 25, 1992, pp. 31-49. | MR | Zbl
and ,[4] Diffusions on an Infinite Dimensional Torus, J. Funct. Anal., Vol. 42, 1981, pp. 29-63. | MR | Zbl
and ,[5] Existence and Continuity of Occupation Densities of Stochastic Integral Processes, Annals of Probability, Vol. 21, 1993, pp. 1050-1072. | MR | Zbl
,[6] Stochastic Differential Equations and Stochastic Flow of Diffeomorphisms, École d'été de probabilités de Saint-Flour, XII-1982, P. L. HENNEQUIN Ed., Lecture Notes in Math., No. 1097, Springer-Verlag, Berlin-Heidelberg-New York, 1984. | MR | Zbl
,[7] On Diffusion Processes and their Semigroups in Hilbert spaces with an Application to interacting Stochastic System, Ann. Probab., Vol. 12, 1984, pp. 1077-1112. | MR | Zbl
and ,[8] Semimartingales, a Course on Stochastic Processes, De Gruyter Studies in Mathematics 2, Walter de Gruyter, Berlin-New York, 1982. | MR | Zbl
,[9] Time Reversal for Infinite-Dimensional Diffusions, Probab. Th. Rel. Fields, Vol. 82, 1989, pp. 315-347. | MR | Zbl
, and ,[10] Large Deviations for a Class of Anticipating Stochastic Differential Equations, Annals of Probability, Vol. 20, 1992, pp. 1902-1931. | MR | Zbl
, and ,[11] Generalized Stochastic Integrals and the Malliavin Calculus, Prob. Th. Rel. Fields, Vol. 73, 1986, pp. 255-280. | MR | Zbl
and ,[12] Stochastic Calculus with Anticipating Integrands, Prob. Th. Rel. Fields, Vol. 78, 1988, pp. 535-581. | MR | Zbl
and ,[13] A Generalized Itô-Ventzell Formula. Applications to a Class of Anticipating Stochastic Differential Equations, Ann. Inst. Henri Poincaré, Vol. 25, 1989, pp. 39-71. | EuDML | Numdam | MR | Zbl
and ,[14] Stochastic Evolutions Systems, Kluwer Academic Publishers, 1990. | MR
,[15] Infinite Dimensional Stochastic Differential Equations and their Applications, J. Math. Kyoto Univ., Vol. 20, 1980, pp. 395-416. | MR | Zbl
, ,[16] Sample Boundedness of Stochastic Processes Under Increment Conditions, Ann. Probab., Vol. 18, 1990, pp. 1-49. | MR | Zbl
,[17] Existence et unicité de diffusions à valeurs dans un espace de Hilbert, Ann. Inst. Henri Poincaré, Vol. X, 1974, pp. 55-88. | EuDML | Numdam | MR | Zbl
,