Anticipative Girsanov transformations and Skorohod stochastic differential equations (Q4309696)
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scientific article; zbMATH DE number 665433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipative Girsanov transformations and Skorohod stochastic differential equations |
scientific article; zbMATH DE number 665433 |
Statements
Anticipative Girsanov transformations and Skorohod stochastic differential equations (English)
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7 November 1996
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Skorokhod integral
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Girsanov transformation
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local solution
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