Anticipative Girsanov transformations and Skorohod stochastic differential equations / [electronic resource] Rainer Buckdahn.
Material type:
TextSeries: Memoirs of the American Mathematical Society ; v. 533Publication details: Providence, RI : American Mathematical Society, c1994Description: 1 online resource (vii, 88 p.)ISBN: 9781470401122 (online)Subject(s): Stochastic differential equationsAdditional physical formats: Anticipative Girsanov transformations and Skorohod stochastic differential equations /DDC classification: 510 s | 519.2 LOC classification: QA3 | .A57 no. 533 | QA274.23Online resources: Contents | Contents 
E-BOOKS
| Current library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| IMSc Library | 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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