Anticipative Girsanov transformations and Skorohod stochastic differential equations.

Anticipative Girsanov transformations and Skorohod stochastic differential equations.

Bibliografske podrobnosti
Glavni avtor: Buckdahn, Rainer
Format: Knjiga
Jezik:English
Izdano: Providence, Rhode Island AMS Press 1994
Serija:Memoirs of the Mathematical Society nMemoirs of the Mathematical Society
Teme:
Stochastic differential equations.