Abstract
This article deals with solutions of stochastic bilinear equations having Gaussian anticipating drift living in chaos of order one. The solution is given in terms of explicit expressions for the kernels of the multiple Wiener integrals in the chaos expansion.
Research partially supported by CONACYT Grant 20E9105
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© 1993 Springer-Verlag New York, Inc.
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Leon, J.A., Perez-Abreu, V. (1993). Strong Solutions of Stochastic Bilinear Equations with Anticipating Drift in the First Wiener Chaos. In: Cambanis, S., Ghosh, J.K., Karandikar, R.L., Sen, P.K. (eds) Stochastic Processes. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-7909-0_26
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DOI: https://doi.org/10.1007/978-1-4615-7909-0_26
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