Martingale measures and partially observable diffusions (Q3977276)
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scientific article; zbMATH DE number 14927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale measures and partially observable diffusions |
scientific article; zbMATH DE number 14927 |
Statements
Martingale measures and partially observable diffusions (English)
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25 June 1992
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optimal control
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partial observations
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filter
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stochastic integral with respect to a martingale measure
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