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Transformation of Measure on Wiener Space
Language: en
Pages: 316
Authors: A. Suleyman Ustunel
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Type: BOOK - Published: 2014-01-15 - Publisher:

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Transformation of Measure on Wiener Space
Language: en
Pages: 303
Authors: A.Süleyman Üstünel
Categories: Mathematics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific
Transformation of the Wiener Measure Under Non-invertible Shifts
Language: en
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Authors: Ali Süleyman Üstünel
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Type: BOOK - Published: 1993 - Publisher:

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Non-linear Transformations in Wiener Space of the Form Y(t)
Language: en
Pages: 180
Authors: John Edward Hafstrom
Categories: Transformations (Mathematics)
Type: BOOK - Published: 1954 - Publisher:

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Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations
Language: en
Pages: 102
Authors: Rainer Buckdahn
Categories: Mathematics
Type: BOOK - Published: 1994 - Publisher: American Mathematical Soc.

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This monograph presents a concise exposition of recent developments in anticipative stochastic calculus. The anticipative calculus uses tools from differential