Stochastic Differential Equations: A Wiener Chaos Approach

Sergey Lototsky () and Boris Rozovskii ()
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Sergey Lototsky: USC Los Angeles, Department of Mathematics
Boris Rozovskii: USC Los Angeles, Department of Mathematics

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 433-506 from Springer

Keywords: Strong Solution; Stochastic Equation; Traditional Solution; Wick Product; Stochastic Basis (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/978-3-540-30788-4_23

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