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https://hdl.handle.net/2445/216508| Title: | Stability of some anticipating semilinear stochastic differential equations of Skorohod type |
| Author: | León, Jorge A. Márquez, David (Márquez Carreras) Vives i Santa Eulàlia, Josep, 1963- |
| Keywords: | Moviment brownià Equacions diferencials estocàstiques Anàlisi estocàstica Brownian movements Stochastic differential equations Stochastic analysis |
| Issue Date: | 2025 |
| Publisher: | Springer Science + Business Media |
| Abstract: | In the present paper, we study different types of stability of the solution of a semi-linear anticipating stochastic differential equation driven by a Brownian motion, with a random variable as initial condition. The involved stochastic integral is the Skorohod one. Being the initial condition random, we need to redefine the stability concepts. The new stability criteria depend on the derivative of the initial condition in the Malliavin calculus sense. |
| Note: | Reproducció del document publicat a: https://doi.org/10.1007/s10884-023-10312-z |
| It is part of: | Journal of Dynamics and Differential Equations, 2025, Vol. 37, p.1259–1294, |
| URI: | https://hdl.handle.net/2445/216508 |
| Related resource: | https://doi.org/10.1007/s10884-023-10312-z |
| ISSN: | 1040-7294 |
| Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
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