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zbMath0754.60056MaRDI QIDQ4005986

Rainer Buckdahn

Publication date: 27 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Sobolev space existence and uniqueness Skorokhod integral exponential integrability localization procedure Cameron-Martin space anticipative Girsanov transformations Doss representation formula nonlinear equation on the Wiener space Skorokhod stochastic differential equation with boundary stochastic differential equations with Skorokhod integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Uniqueness in law for stochastic boundary value problems

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