scientific article; zbMATH DE number 57390

MaRDI QIDQ4005986zbMATH OpenFDO

Authors Rainer Buckdahn

Publication date 27 September 1992

zbMATH Keywords

anticipative Girsanov transformationsCameron-Martin spaceDoss representation formulaexistence and uniquenessexponential integrabilitylocalization procedurenonlinear equation on the Wiener spaceSkorokhod integralSkorokhod stochastic differential equation with boundarySobolev spacestochastic differential equations with Skorokhod integral

Mathematics Subject Classification ID

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

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