Anticipative Girsanov transformations and Skorohod stochastic differential equations
By: Rainer Buckdahn.
Series: Memoirs of the American Mathematical Society,; no. 533
Publisher: American Mathematical Society
Published: 1994
Place of publication: Providence, RI
Language: eng
Number of pages: 88
Subjects: Stochastic differential equations.
Notes: Includes bibliographical references (p. 86-88).
"September 1994, volume 111, number 533 (second of 5 numbers)."