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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/216508
Stability of some anticipating semilinear stochastic differential equations of Skorohod type
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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.
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LEÓN, Jorge A., MÁRQUEZ, David (Márquez Carreras) and VIVES I SANTA EULÀLIA, Josep. Stability of some anticipating semilinear stochastic differential equations of Skorohod type. Journal of Dynamics and Differential Equations. 2025. Vol. 37, num. 1259–1294. ISSN 1040-7294. [consulted: 14 of June of 2026]. Available at: https://hdl.handle.net/2445/216508