Anticipating integral equations

Citation
Ja. Leon et D. Nualart, Anticipating integral equations, POTENT ANAL, 13(3), 2000, pp. 249-268
Citations number
14
Categorie Soggetti
Mathematics
Journal title
POTENTIAL ANALYSIS
ISSN journal
09262601 → ACNP
Volume
13
Issue
3
Year of publication
2000
Pages
249 - 268
Database
ISI
SICI code
0926-2601(200011)13:3<249:AIE>2.0.ZU;2-9
Abstract
In this paper we deduce some estimates of the L-p(Omega)-norm of the Skoroh od and the forward integrals. These estimates allow us to study the existen ce of a unique solution to anticipating Volterra equations of the Skorohod and forward type. The coefficients F-i(t,s,x),t greater than or equal tos, are F-t-measurable and satisfy some differentiability conditions (in the se nse of the stochastic calculus of variations).