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ArticleSkorohod stochastic differential equations of diffusion type

Rainer Buckdahn1992

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Articlebronze1992

Skorohod stochastic differential equations of diffusion type

Rainer Buckdahn

25 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1988Stochastic calculus with anticipating integrands 1978On the Gap Between Deterministic and Stochastic Ordinary Differential Equations 1985Applications of the Malliavin calculus. II 1989A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations 1989Linear stochastic differential equations with boundary conditions 1991Linear skorohod stochastic differential equations 1992Transformation of Wiener measure under anticipative flows 1990Applications of anticipating stochastic calculus to stochastic differential equations

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Year1992

Typearticle

Published1992-09-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01193054

openalex_workW2052520179

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