The principal investigators will investigate several questions in stochastic analysis, most of which involve white noise calculus and its applications. In particular, they will study the localization of forward and backward integrals, multiple stochastic integrals, existence and uniqueness of stochastic differential equations with anticipating coefficients, comparison with other approaches in the theory of anticipating stochastic differential equations.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
9001859
Program Officer
Keith Crank
Project Start
Project End
Budget Start
1990-07-01
Budget End
1992-12-31
Support Year
Fiscal Year
1990
Total Cost
$51,164
Indirect Cost
Name
Louisiana State University & Agricultural and Mechanical College
Department
Type
DUNS #
City
Baton Rouge
State
LA
Country
United States
Zip Code
70803