Càlcul estocàstic anticipatiu i aplicacions a les equacions diferencials estocàstiques

Our main purposes are the following: 1)To obtain integral representations of random variables defined on the Wiener space in the plane 2)To construct an stochastic integral with respect to anticipative processes 3)To give sufficient conditions for a random variable, F, defined on a Wiener space to have a smooth density, by using some technique of the stochastic calculus of variations: a)When F is the solution of a hyperbolic SDE in the plane in a fixed point b)When F is a functional of the whole path of a continuous process