Abstract
We give an example of how computations using Wick products in conjunction with the Skorohod integral allow a very intuitive solution of a quasilinear Skorohod stochastic differential equation. This approach complements that of Buckdahn (1988)
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Gjessing, H.K. (1998). A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product. In: Decreusefond, L., Øksendal, B., Gjerde, J., Üstünel, A.S. (eds) Stochastic Analysis and Related Topics VI. Progress in Probability, vol 42. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-2022-0_10
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DOI: https://doi.org/10.1007/978-1-4612-2022-0_10
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