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Buckdahn, Rainer.

Anticipative Girsanov transformations and Skorohod stochastic differential equations / [electronic resource] Rainer Buckdahn. - Providence, RI : American Mathematical Society, c1994. - 1 online resource (vii, 88 p.) - Memoirs of the American Mathematical Society, v. 533 0065-9266 (print); 1947-6221 (online); .

"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

ISBN: 9781470401122 (online)

Subjects--Topical Terms:
Stochastic differential equations.

LC Class. No.: QA3 QA274.23 / .A57 no. 533

Dewey Class. No.: 510 s 519.2