Anticipative Girsanov transformations and Skorohod stochastic differential equations
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Providence, Rhode island :
American Mathematical Society,
c1994
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| Series: | Memoirs of the American Mathematical Society ;
; 533 |
| Subjects: | |
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| Item Description: | Volume 111, number 533 (second of 5 numbers) Includes bibliographical references |
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| Physical Description: | vii, 88 p.; 25 cm. |
| ISBN: | 0821825968 |