Anticipative Girsanov transformations and Skorohod stochastic differential equations.

Anticipative Girsanov transformations and Skorohod stochastic differential equations.

Bibliographic Details
Main Author: Buckdahn, Rainer
Format: Book
Language:English
Published: Providence, Rhode Island AMS Press 1994
Series:Memoirs of the Mathematical Society nMemoirs of the Mathematical Society
Subjects:
Stochastic differential equations.