[PDF.81ob] Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations (Memoirs of the American Mathematical Society)

Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations (Memoirs of the American Mathematical Society)

[PDF.ty77] Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations (Memoirs of the American Mathematical Society)

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 | #13484307 in Books |  1994-11 | Original language:English | PDF # 1 |  9.75 x6.75 x.50l,.40 | File type: PDF | 88 pages

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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 not necessarily adapted to the driving Wiener process. This leads to anticipative stochastic differential equations with Skorohod integral and to anticipative Girsanov transformations, both of which are studied in the p...

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