scientific article; zbMATH DE number 4122989

MaRDI QIDQ4735882zbMATH OpenFDO

Authors Rainer Buckdahn

Publication date 1989

zbMATH Keywords

Fréchet differentiable anticipating processGirsanov-type transformationsSkorokhod integral

Mathematics Subject Classification ID

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

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• Transformation of Wiener measure under anticipative flows
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