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Rainer Buckdahn
Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations [PDF ebook]

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Portada de Rainer Buckdahn: Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations (PDF)

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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Formato PDF ● Páginas 88 ● ISBN 9781470401122 ● Editorial American Mathematical Society ● Descargable 3 veces ● Divisa EUR ● ID 6612735 ● Protección de copia Adobe DRM

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