Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal approximation of anticipating SDEs   In this article, we analyse the optimal approximation of anticipating
stochastic differential equations, where the integral is interpreted in
Skorohod sense. We derive optimal rate of convergence for the mean squared
error at the terminal point and an asymptotically optimal scheme for a class of
linear anticipating SDEs. Although alternative proof techniques are needed, our
results can be seen as generalizations of the corresponding results for It\=o
SDEs. As a key tool we carry over optimal approximation from vectors of
correlated Wiener integrals to a general class of random vectors, which cover
the solutions of the Skorohod SDEs.

18
The categories of this paper are: econ
34
The categories of this paper are: chem-ph
25
The categories of this paper are: patt-sol
11
The categories of this paper are: hep-lat
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
31
The categories of this paper are: ao-sci
7
The categories of this paper are: hep-th
9
The categories of this paper are: nlin
24
The categories of this paper are: dg-ga
1
The categories of this paper are: cs
5
The categories of this paper are: gr-qc
3
The categories of this paper are: physics
17
The categories of this paper are: q-fin
6
The categories of this paper are: astro-ph
26
The categories of this paper are: bayes-an