Anticipative Girsanov transformations and Skorohod stochastic differential equations

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Bibliographic Information

Title
"Anticipative Girsanov transformations and Skorohod stochastic differential equations"
Statement of Responsibility
Rainer Buckdahn
Publisher
  • American Mathematical Society
Publication Year
  • 1994
Book size
26 cm

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Notes

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

Includes bibliographical references (p. 86-88)

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