02489nam 2200529 450 991078875560332120170821171934.01-4704-0112-6(CKB)3360000000464717(EBL)3113809(SSID)ssj0000888771(PQKBManifestationID)11566299(PQKBTitleCode)TC0000888771(PQKBWorkID)10866474(PQKB)10185753(MiAaPQ)EBC3113809(RPAM)3014267(PPN)195414160(EXLCZ)99336000000046471720140903h19941994 uy 0engur|n|---|||||txtccrAnticipative Girsanov transformations and Skorohod stochastic differential equations /Rainer BuckdahnProvidence, Rhode Island :American Mathematical Society,1994.©19941 online resource (102 p.)Memoirs of the American Mathematical Society,0065-9266 ;Volume 111, Number 533"September 1994, Volume 111, Number 533 (second of 5 numbers)."0-8218-2596-8 Includes bibliographical references.""Contents""; ""Abstract""; ""1 Anticipative stochastic calculus""; ""2 Anticipative Girsanov transformation""; ""2.1 Stochastic calculus for transformations. Short Review""; ""2.2 Transformations given by a smooth flow""; ""2.3 Transformations given by a flow adapted to some enlarged filtration""; ""2.4 Transformations defined by a smooth shift""; ""2.5 Transformations denned by a shift adapted to some enlarged filtration""; ""3 Anticipative stochastic differential equations""; ""3.1 Basic notions. Skorohod integral on balls""; ""3.2 Linear Skorohod stochastic differential equations""""3.3 Nonlinear Skorohod stochastic differential equations""""3.4 Skorohod stochastic differential equations with boundary condition""; ""References""Memoirs of the American Mathematical Society ;Volume 111, Number 533.Stochastic differential equationsStochastic differential equations.519.2Buckdahn Rainer753900MiAaPQMiAaPQMiAaPQBOOK9910788755603321Anticipative girsanov, transformations and skorohod, stochastic differential equations1516729UNINA