Anticipative Girsanov transformations and Skorohod stochastic differential equations

DOI10.1090/memo/0533zbMath0849.60053MaRDI QIDQ4309696

Rainer Buckdahn

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

zbMATH Keywords

Skorokhod integral; Girsanov transformation; local solution

Mathematics Subject Classification ID

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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