References
- Buckdahn , R. 1992 . Skorohod Stochastic Differential Equations of Diffusion Type . Probab. Th. Rel. Fields , 93 : 297 – 323 .
- Buckdahn , R. “ Quasilinear Partial Stochastic Differential Equations Without Nonanticipation Requirement ” . Preprint
- Donati-Martin , C. 1991 . Equations différentielles stochastiques dans avec conditions au bord . Stochastics , 35 : 143 – 173 .
- Nualart , D. and Zakai , M. 1986 . Generalized stochastic integrals and the Malliavin calculus . Probab. Th. Rel fields , 73 : 255 – 280 .
- Nualart , D. and Pardoux , E. 1988 . Stochastic calculus with anticipating integrands . Probab. Th. Rel. Fields , 78 : 535 – 581 .
- Nualart , D. and Pardoux , E. 1991 . Boundary value problems for stochastic differential equations . Annals of Probability , 19 : 1118 – 1144 .
- Ocone , D. and Pardoux , E. 1989 . A generalized Itô-Ventzel formula. Application to a class of anticipating stochastic differential equations . Ann. Inst. Henri Poincaré , 25 ( 1 ) : 39 – 71 .
- Ocone , D. and Pardoux , E. 1989 . Linear stochastic differential equations with boundary conditions . Probab. Th. Rel Fields , 82 ( 1 ) : 489 – 526 .
- Pardoux , E. 1990 . “ Applications of Anticipating Stochastic Calculus to Stochastic Differential Equations ” . Lecture Notes in Mathematics Vol. 1444 , 63 – 105 .
- Skorohod , A. 1975 . On a generalization of a stochastic integral . Theory of Prob. and Appl. , XX : 219 – 233 .
- Watanabe , S. 1984 . “ Lectures on Stochastic Differential Equations and Malliavin Caclulus ” . In Tata Institute of Fundamental Research , Springer .