Nonlinear Skorohod Stochastic Differential Equations-Reference-Cited by-同舟云学术

Nonlinear Skorohod Stochastic Differential Equations

Published:1993 Issue: Volume: Page:21-39
ISSN:
Container-title:Barcelona Seminar on Stochastic Analysis
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Author:

Buckdahn Rainer

Publisher

Birkhäuser Basel

Link

http://link.springer.com/content/pdf/10.1007/978-3-0348-8555-3_2.pdf

Reference11 articles.

1. Buckdahn, R.: Transformations on the Wiener space and Skorohodtype stochastic differential equations. Seminarbericht 105, Sekt. Math., Humboldt-Univ. Berlin 1989

2. Buckdahn, R.: Anticipative Girsanov transformations. Probab. Theory Relat. Fields 89 (1991), 211–238

3. Buckdahn, R.: Skorohod Stochastic Differential Equations of Diffusion Type. To appear in Probab. Theory Relat. Fields

4. Buckdahn, R.: Anticipative Girsanov Transformation and Stochastic Differential Equations. Seminarbericht 92-2, Fachbereich Mathematik, Humboldt-Univ. Berlin 1992

5. Kusuoka, S.: The non-linear transformation of Gaussian measure on Banach space and its absolute continuity (1). J. Fac. Sci. Univ. Tokyo, Sect. IA 29 (1982), 567–597

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