Linear stochastic differential equations and Wick products

Author:

Buckdahn R.,Nualart D.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference10 articles.

1. Bouleau, N., Hirsch, F.: Dirichlet Forms and Analysis on Wiener Space. de Gruyter Studies in Math.14, 1991

2. Buckdahn, R.: Quasilnnear partial stochastic differential equations without nonanticipation requirement. (Preprint)

3. Buckdahn, R.: Linear Skorohod stochastic differential equations. Probab. Theory Relat. Fields90, 223–240 (1991)

4. Buckdahn, R.: Anticipative Girsanov transformations. Probab. Theory Relat. Fields89, 221–238 (1991)

5. Buckdahn, R., Nualart, D.: Skorohod stochastic differential equations with boundary conditions. Stochastics Stochastics Rep. (to appear)

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