Linear skorohod stochastic differential equations

Author:

Buckdahn Rainer

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference10 articles.

1. Buckdahn, R.: Transformations on the Wiener space and Skorohod-type stochastic differential equations. Seminarbericht 105, Sektion Mathematik, Humboldt-Universität Berlin (1989)

2. Buckdahn, R.: Anticipative Girsanov transformations. Preprint No. 108, Centre de Recerca Matemàtica, Inst, d'Estudis Catalans, 1990. Probab. Th. Rel. Fields (in press)

3. Buckdahn, R., Nualart, D.: Skorohod stochastic differential equations with boundary conditions. Stochastics and Stochastic Rep. (in press)

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

5. Nualart, D., Pardoux, E.: Stochastic calculus with anticipating integrands. Probab. Th. Rel. Fields78, 535–582 (1988)

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