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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
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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

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

Mode of access : World Wide Web

Description based on print version record.

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The Institute of Mathematical Sciences, Chennai, India