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Anticipative Girsanov transformations and Skorohod stochastic differential equations/

Buckdahn, Rainer.

Anticipative Girsanov transformations and Skorohod stochastic differential equations/ Rainer Buckdahn. - Providence, R.I.: American Mathematical Society, c1994. - vii, 88 p. ; 25 cm. - Memoirs of the American Mathematical Society; no. 533. .

"September 1994, volume 111, number 533 (second of 5 numbers)."

Includes bibliographical references (p. 86-88).

ISBN: 0821825968

LCCN: 94017087

Nat. Bib. No.: GB96-17741

Subjects--Topical Terms:
Stochastic differential equations

Dewey Class. No.: 510 s 519.2

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