scientific article; zbMATH DE number 57390

zbMATH Open0754.60056MaRDI QIDQ4005986FDOQ4005986

Authors: Rainer Buckdahn 

Publication date: 27 September 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

existence and uniquenessSobolev spaceCameron-Martin spaceSkorokhod integralexponential integrabilitylocalization procedureanticipative Girsanov transformationsDoss representation formulanonlinear equation on the Wiener spaceSkorokhod stochastic differential equation with boundarystochastic differential equations with Skorokhod integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (7)

• Skorohod stochastic differential equations with boundary conditions
• Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
• Anticipative Girsanov transformations and Skorohod stochastic differential equations
• Title not available (Why is that?)
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• Anticipative Girsanov transformations
• Uniqueness in law for stochastic boundary value problems

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