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Anticipative Girsanov transformations and Skorohod stochastic differential equations

Author: Rainer Buckdahn
Publisher: Providence, RI : American Mathematical Society, ©1994.
Series: Memoirs of the American Mathematical Society, no. 533.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:

Surveys the developments in a subfield of anticipative stochastic analysis. This book studies anticipative stochastic differential equations with Skorohod integral and anticipative Girsanov  Read more...

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Genre/Form: Electronic books
Additional Physical Format: Print version:
Buckdahn, Rainer.
Anticipative Girsanov transformations and Skorohod stochastic differential equations /
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Rainer Buckdahn
ISBN: 9781470401122 1470401126
OCLC Number: 851088472
Notes: "September 1994, volume 111, number 533 (second of 5 numbers)."
Description: 1 online resource (vii, 88 pages).
Contents: 1. Anticipative stochastic calculus 2. Anticipative Girsanov transformation 3. Anticipative stochastic differential equations.
Series Title: Memoirs of the American Mathematical Society, no. 533.
Responsibility: Rainer Buckdahn.

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