Amazon cover image
Image from Amazon.com
Image from Google Jackets

Anticipative Girsanov transformations and Skorohod stochastic differential equations / [electronic resource] Rainer Buckdahn.

By: Material type: TextTextSeries: Memoirs of the American Mathematical Society ; v. 533Publication details: Providence, RI : American Mathematical Society, c1994.Description: 1 online resource (vii, 88 p.)ISBN:
  • 9781470401122 (online)
Subject(s): Additional physical formats: Anticipative Girsanov transformations and Skorohod stochastic differential equations /DDC classification:
  • 510 s 519.2 20
LOC classification:
  • QA3 .A57 no. 533 QA274.23
Online resources:
Contents:
1. Anticipative stochastic calculus 2. Anticipative Girsanov transformation 3. Anticipative stochastic differential equations
Item type: E-BOOKS
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Home library Call number Materials specified URL Status Date due Barcode
IMSc Library Link to resource Available EBK12986

"September 1994, volume 111, number 533 (second of 5 numbers)."

Includes bibliographical references (p. 86-88).

1. Anticipative stochastic calculus 2. Anticipative Girsanov transformation 3. Anticipative stochastic differential equations

Access is restricted to licensed institutions

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Mode of access : World Wide Web

Description based on print version record.

There are no comments on this title.

to post a comment.
The Institute of Mathematical Sciences, Chennai, India