Pages that link to "Item:Q1884729"
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The following pages link to Explicit solution of a nonlinear filtering problem for Lévy processes with application to finance (Q1884729):
Displaying 17 items.
- A Bayes formula for nonlinear filtering with Gaussian and Cox noise (Q764410) (← links)
- Fractional generalizations of Zakai equation and some solution methods (Q1799742) (← links)
- Bond prices under information asymmetry and a short rate with instantaneous feedback (Q2152233) (← links)
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise (Q2289783) (← links)
- Statistical inference for the intensity in a partially observed jump diffusion (Q2414732) (← links)
- Fractional generalizations of filtering problems and their associated fractional Zakai equations (Q2939459) (← links)
- Linear and non-linear filtering in mathematical finance: a review (Q3019511) (← links)
- The Kalman-Bucy filter for integrable Lévy processes with infinite second moment (Q3449922) (← links)
- Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462) (← links)
- Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises (Q5074271) (← links)
- Nonlinear filtering of stochastic differential equations with correlated Lévy noises (Q5086724) (← links)
- Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences (Q5162017) (← links)
- Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes (Q5210999) (← links)
- Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts (Q5239842) (← links)
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913) (← links)
- Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions (Q5421602) (← links)
- Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises (Q6038472) (← links)
