Equation différentielle anticipative sur
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Axel Grorud; Monique Pontier
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Article
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1995
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Elsevier Science
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English
⚖ 505 KB
This paper is the sequel of a paper by the authors (1993) and it has a complete version in (1995). We develop a stochastic calculus which allows to integrate non-adapted processes taking their values in the space of second-order 1-forms that are above a manifold valued anticipating process. Using th