Anticipative Girsanov transformations and Skorohod stochastic differential equations
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Publication:4309696
DOI10.1090/memo/0533zbMath0849.60053MaRDI QIDQ4309696
Publication date: 7 November 1996
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/memo/0533
60G15: Gaussian processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H07: Stochastic calculus of variations and the Malliavin calculus
60Hxx: Stochastic analysis
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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