scientific article; zbMATH DE number 57390

MaRDI QIDQ4005986zbMATH OpenFDO

Authors Rainer Buckdahn

Publication date 27 September 1992

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)

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