Optimal insider control and semimartingale decompositions under enlargement of filtration (Q2830713)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal insider control and semimartingale decompositions under enlargement of filtration |
scientific article; zbMATH DE number 6645506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal insider control and semimartingale decompositions under enlargement of filtration |
scientific article; zbMATH DE number 6645506 |
Statements
Optimal insider control and semimartingale decompositions under enlargement of filtration (English)
0 references
28 October 2016
0 references
optimal insider control
0 references
jump-diffusion
0 references
filtration enlargement
0 references
semimartingale decomposition
0 references
Hida-Malliavin calculus
0 references
white noise analysis
0 references
Donsker delta functional
0 references
0 references
0 references
