Cargando…

Anticipative Girsanov transformations and Skorohod stochastic differential equations

Detalles Bibliográficos
Autor principal: Buckdahn, Rainer
Lenguaje:eng
Publicado: American Mathematical Society 1994
Materias:
Acceso en línea:http://cds.cern.ch/record/2204072
_version_ 1780951391711264768
author Buckdahn, Rainer
author_facet Buckdahn, Rainer
author_sort Buckdahn, Rainer
collection CERN
id cern-2204072
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 1994
publisher American Mathematical Society
record_format invenio
spelling cern-22040722021-04-21T19:36:20Zhttp://cds.cern.ch/record/2204072engBuckdahn, RainerAnticipative Girsanov transformations and Skorohod stochastic differential equationsMathematical Physics and MathematicsAmerican Mathematical Societyoai:cds.cern.ch:22040721994
spellingShingle Mathematical Physics and Mathematics
Buckdahn, Rainer
Anticipative Girsanov transformations and Skorohod stochastic differential equations
title Anticipative Girsanov transformations and Skorohod stochastic differential equations
title_full Anticipative Girsanov transformations and Skorohod stochastic differential equations
title_fullStr Anticipative Girsanov transformations and Skorohod stochastic differential equations
title_full_unstemmed Anticipative Girsanov transformations and Skorohod stochastic differential equations
title_short Anticipative Girsanov transformations and Skorohod stochastic differential equations
title_sort anticipative girsanov transformations and skorohod stochastic differential equations
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2204072
work_keys_str_mv AT buckdahnrainer anticipativegirsanovtransformationsandskorohodstochasticdifferentialequations