BPE and a noncausal Girsanov's theorem
type: Item
instance of: scholarly article
title: BPE and a noncausal Girsanov's theorem
zbMATH Open document ID: 1356.60105
author: Shigeyoshi Ogawa
published in: Sankhyā. Series A
publication date: 2017-01-25T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6677875
zbMATH Keywords: Brownian particle equation
zbMATH Keywords: stochastic partial differential equations
zbMATH Keywords: noncausal stochastic integral
zbMATH Keywords: Girsanov's theorem
MaRDI profile type: MaRDI publication profile
full work available at URL: s13171-016-0087-x
OpenAlex ID: W2507347359
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cites work: The stochastic integral of noncausal type as an extension of the symmetric integrals
cites work: Q4548763
DOI: 10.1007/S13171-016-0087-X
description: scientific article; zbMATH DE number 6677875