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Stochastic calculus with anticipation and shift transformations of wiener's measure

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 176))

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Research partially supported by Seed Grant 958-Math at Boston University

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Authors and Affiliations

  1. Mathematics Dept., Boston Univ., 02215, Boston, Massachusetts

    O. Enchev

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  1. O. Enchev
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Boris L. Rozovskii Richard B. Sowers

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© 1992 International Federation for Information Processing

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Enchev, O. (1992). Stochastic calculus with anticipation and shift transformations of wiener's measure. In: Rozovskii, B.L., Sowers, R.B. (eds) Stochastic Partial Differential Equations and Their Applications. Lecture Notes in Control and Information Sciences, vol 176. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007320

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  • DOI: https://doi.org/10.1007/BFb0007320

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55292-5

  • Online ISBN: 978-3-540-47015-1

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