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Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations

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Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations Synopsis

This book presents a survey of some recent developments in an important subfield of the new subject of anticipative stochastic analysis. D. Nualart and E. Pardoux have developed into a practicable calculus the theory of stochastic integration of processes

About This Edition

ISBN: 9781470401122
Publication date:
Author: Buckdahn, Rainer
Publisher: American Mathematical Society
Format: Ebook (PDF)