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100   $a20140903h19941994  uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aAnticipative Girsanov transformations and Skorohod stochastic differential equations /$fRainer Buckdahn
210  1$aProvidence, Rhode Island :$cAmerican Mathematical Society,$d1994.
210  4$dİ1994
215   $a1 online resource (102 p.)
225 1 $aMemoirs of the American Mathematical Society,$x0065-9266 ;$vVolume 111, Number 533
300   $a"September 1994, Volume 111, Number 533 (second of 5 numbers)."
311   $a0-8218-2596-8 
320   $aIncludes bibliographical references.
327   $a""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""
327   $a""3.3 Nonlinear Skorohod stochastic differential equations""""3.4 Skorohod stochastic differential equations with boundary condition""; ""References""
410  0$aMemoirs of the American Mathematical Society ;$vVolume 111, Number 533.
606   $aStochastic differential equations
615  0$aStochastic differential equations.
676   $a519.2
700   $aBuckdahn$b Rainer$0753900
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910828267403321
996   $aAnticipative girsanov, transformations and skorohod, stochastic differential equations$91516729
997   $aUNINA