The euler scheme for anticipating stochastic differential equations
Author:
Affiliation:
1. a Department of Statistics and Applied Probability , University of California , Santa Barbara, CA, 93106
2. b Department of Economics , Universitat Pompeu Fabra , Balmes 132, Barcelona, 08008, Spain
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509508834008
Reference18 articles.
1. Theéeorème limite pour une equation differentielle stochastique anticipative
2. Formulae for high derivatives of composite functions
3. Ikeda , N. and Watanabe , S. 1981. “Stochastic Differential Equations and Diffusion Processes”. North-Holland.
4. Lecture Notes in Math;Jeulin T.,1985
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