HIGHLIGHTS
- who: Differential, Equations and L., Decreusefond from the Institut Telecom-Telecom ParisTech-CNRS LTCI, Paris, France have published the Article: Time Reversal of Volterra Processes Driven Stochastic Differential Equations, in the Journal: (JOURNAL) of 18/06/2012
- what: The primary motivation of this work is to circumvent this problem.
SUMMARY
Consider that the authors want to solve the following equation: ? ??=? + ∫ ? (?? ) ∘ d?? (?), 0 0 ≤ ? ≤ ?, where ? is a deterministic function whose properties will be fixed below. It turns out that it is essential to investigate the more general equations: ? ??,?=? + ∫ ? (??,? ) ∘ d?? (?), ? 0 ≤ ? ≤ ? ≤ ?. ? ? 2. For . . .
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