Anticipative Girsanov transformations and Skorohod stochastic differential equations
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Providence, Rhode island :
American Mathematical Society,
c1994
|
| Series: | Memoirs of the American Mathematical Society ;
; 533 |
| Subjects: | |
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| 082 | 0 | |a 519.2 | |
| 100 | 1 | |a Buckdahn, Rainer. | |
| 245 | 1 | 0 | |a Anticipative Girsanov transformations and Skorohod stochastic differential equations / |c Rainer Buckdahn |
| 260 | |a Providence, Rhode island : |b American Mathematical Society, |c c1994 | ||
| 300 | |a vii, 88 p.; |c 25 cm. | ||
| 490 | 1 | |a Memoirs of the American Mathematical Society |v ; 533 | |
| 500 | |a Volume 111, number 533 (second of 5 numbers) | ||
| 500 | |a Includes bibliographical references | ||
| 650 | 0 | 0 | |a Stochastic differential equations. |
| 830 | 0 | |a Memoirs of the American Mathematical Society ; |v ; 533 | |
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| 970 | |a ΓΕΝΟΥΖΟΥ |b ΧΡΥΣΑΝΘΗ |z 1999/10/18 | ||