Anticipative Girsanov transformations and Skorohod stochastic differential equations
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Publication:4309696
DOI10.1090/memo/0533zbMath0849.60053OpenAlexW2059636123MaRDI 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
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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