2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/119404This article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type and its application to the smoothing problem in the case when noise is represented by the two jointly Gaussian Wiener processes, which can have not a semimartingale property with respect to the joint filtration.22 pagesProbability60H05, 60H40text