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Paper detail

Stochastic integration with respect to the cylindrical Wiener process via regularization

Following the ideas of F. Russo and P. Vallois we use the notion of forward integral to introduce a new stochastic integral respect to the cylindrical Winer process. This integral is an extension of the classical integral. As an application, we prove existence of solution of a parabolic stochastic differential partial equation with anticipating stochastic initial date.

preprint2012arXivOpen access
Christian Olivera
math.PRmath.FA
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Christian Olivera

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