Skorohod stochastic differential equations on random intervals (Q4849125)
From MaRDI portal
scientific article; zbMATH DE number 800432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skorohod stochastic differential equations on random intervals |
scientific article; zbMATH DE number 800432 |
Statements
Skorohod stochastic differential equations on random intervals (English)
0 references
25 September 1995
0 references
anticipative stochastic integrals
0 references
stochastic characteristics
0 references
Ito- Wentzell formula
0 references
