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Skorohod stochastic differential equations of diffusion type - MaRDI portal

Skorohod stochastic differential equations of diffusion type (Q1203917)

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scientific article; zbMATH DE number 123698
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English
Skorohod stochastic differential equations of diffusion type
scientific article; zbMATH DE number 123698

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    Skorohod stochastic differential equations of diffusion type (English)
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    10 March 1993
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    stochastic differential equations
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    Brownian motion
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    anticipation
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    Skorokhod-integral
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    existence of a global solution
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