Anticipative Girsanov transformations and Skorohod stochastic differential equations / / Rainer Buckdahn
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| Autore: |
Buckdahn Rainer
|
| Titolo: |
Anticipative Girsanov transformations and Skorohod stochastic differential equations / / Rainer Buckdahn
|
| Pubblicazione: | Providence, Rhode Island : , : American Mathematical Society, , 1994 |
| ©1994 | |
| Descrizione fisica: | 1 online resource (102 p.) |
| Disciplina: | 519.2 |
| Soggetto topico: | Stochastic differential equations |
| Note generali: | "September 1994, Volume 111, Number 533 (second of 5 numbers)." |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | ""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"" | |
| Titolo autorizzato: | Anticipative girsanov, transformations and skorohod, stochastic differential equations |
| ISBN: | 1-4704-0112-6 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910788755603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Memoirs of the American Mathematical Society ; ; Volume 111, Number 533.