Skorohod stochastic differential equations with boundary conditions (Q4286667)
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scientific article; zbMATH DE number 541496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skorohod stochastic differential equations with boundary conditions |
scientific article; zbMATH DE number 541496 |
Statements
Skorohod stochastic differential equations with boundary conditions (English)
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29 August 1994
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anticipative boundary condition
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existence and uniqueness
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stochastic differential equations of Skorokhod type
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Girsanov transforms
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Wiener space
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