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).

0821825968

94017087

GB96-17741


Stochastic differential equations

510 s 519.2