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Anticipative Girsanov transformations and Skorohod stochastic differential equations
About this Title
Rainer Buckdahn
Publication: Memoirs of the American Mathematical Society
Publication Year:
1994; Volume 111, Number 533
ISBNs: 978-0-8218-2596-9 (print); 978-1-4704-0112-2 (online)
DOI: https://doi.org/10.1090/memo/0533
MathSciNet review: 1219706
MSC: Primary 60H15; Secondary 60G30
Table of Contents
Chapters
- 1. Anticipative stochastic calculus
- 2. Anticipative Girsanov transformation
- 3. Anticipative stochastic differential equations