Cover of Rainer Buckdahn: Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations

Rainer Buckdahn Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations

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American Mathematical Society

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978-1-4704-0112-2

1-4704-0112-6

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This book presents a survey of some recent developments in an important subfield of the new subject of anticipative stochastic analysis. D. Nualart and E. Pardoux have developed into a practicable calculus the theory of stochastic integration of processes

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