Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations |
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| Series title: | Memoirs of the American Mathematical Society Ser. |
| ISBN: | 978-0-8218-2596-9 |
| Publication Date: | Oct 1994 |
| Publisher: | American Mathematical Society
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| Book Format: | Paperback |
| List Price: | AUD $60.00 |
Book Description:
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Surveys the developments in a subfield of anticipative stochastic analysis. This book studies anticipative stochastic differential equations with Skorohod integral and anticipative Girsanov transformations as well as the stochastic differential equations with Skorohod integral under random initial conditions and under random boundary conditions.
Surveys the developments in a subfield of anticipative stochastic analysis. This book studies anticipative stochastic differential equations with Skorohod integral and anticipative Girsanov transformations as well as the stochastic differential equations with Skorohod integral under random initial conditions and under random boundary conditions.