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scientific article; zbMATH DE number 57390
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scientific article; zbMATH DE number 57390 |
Statements
27 September 1992
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Skorokhod integral
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anticipative Girsanov transformations
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stochastic differential equations with Skorokhod integral
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nonlinear equation on the Wiener space
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exponential integrability
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Sobolev space
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existence and uniqueness
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localization procedure
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Cameron-Martin space
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Doss representation formula
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Skorokhod stochastic differential equation with boundary
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0.8846099376678467
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0.8462255001068115
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0.8409461379051208
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