Anticipative Girsanov transformations and Skorohod stochastic differential equations

1994 ◽  
Vol 111 (533) ◽  
pp. 0-0 ◽  
Author(s):  
Rainer Buckdahn
2012 ◽  
Author(s):  
Bo Jiang ◽  
Roger Brockett ◽  
Weibo Gong ◽  
Don Towsley

2020 ◽  
Vol 53 (2) ◽  
pp. 2220-2224
Author(s):  
William M. McEneaney ◽  
Hidehiro Kaise ◽  
Peter M. Dower ◽  
Ruobing Zhao

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