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Anticipative Girsanov transformations and Skorohod stochastic differential equationsAnticipative Girsanov transformations and Skorohod stochastic differential equations

Anticipative Girsanov transformations and Skorohod stochastic differential equations1994

Rainer Buckdahn

Details

First published
1994
OL Work ID
OL3480687W

Subjects

Stochastic differential equations

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Open Library
Book data from Open Library. Cover images courtesy of Open Library.