Free Delivery Over $100
|
|
|||
|
||||
OverviewThis 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 present work. The anticipative Girsanov transformations constitute the main tool for tackling stochastic differential equations with Skorohod integral. However, Buckdahn does not restrict attention only to this aspect but also considers different types of anticipative transformations and derives sufficient conditions for their absolute continuity with respect to the Wiener measure. The stochastic differential equations with Skorohod integral are studied under random initial conditions as well as under random boundary conditions. Full Product DetailsAuthor: Rainer BuckdahnPublisher: American Mathematical Society Imprint: American Mathematical Society Volume: No. 533 Weight: 0.198kg ISBN: 9780821825969ISBN 10: 0821825968 Pages: 88 Publication Date: 30 October 1994 Audience: College/higher education , Professional and scholarly , Undergraduate , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Active Availability: Out of stock  The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available. Table of ContentsAnticipative stochastic calculus Anticipative Girsanov transformation Anticipative stochastic differential equations References.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
||||
