Anticipative Girsanov transformations and Skorohod stochastic differential equations
By: Rainer Buckdahn
Series: Memoirs of the American Mathematical Society -- v. 533; Memoirs of the American Mathematical Society -- no. 533
Publisher: American Mathematical Society
Published: 1994
Place of publication: Providence, RI
Language: eng
Format: [electronic resource]
Number of pages: 88
ISBN-13: 9781470401122
Subjects: Stochastic differential equations
Notes: "September 1994, volume 111, number 533 (second of 5 numbers)."

Includes bibliographical references (p. 86-88).

Mode of access: World Wide Web.

Description based on print version record.