León, Jorge A.Márquez, David (Márquez Carreras)Vives i Santa Eulàlia, Josep, 1963-2024-11-152024-11-1520251040-7294https://hdl.handle.net/2445/216508In 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.36 p.application/pdfengcc by (c) León, et al., 2025http://creativecommons.org/licenses/by/3.0/es/Moviment browniàEquacions diferencials estocàstiquesAnàlisi estocàsticaBrownian movementsStochastic differential equationsStochastic analysisStability of some anticipating semilinear stochastic differential equations of Skorohod typeinfo:eu-repo/semantics/article7394962024-11-15info:eu-repo/semantics/openAccess