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Smoothing Problem in Anticipating Scenario - MaRDI portal

Smoothing Problem in Anticipating Scenario (Q5477120)

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scientific article; zbMATH DE number 5041978
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English
Smoothing Problem in Anticipating Scenario
scientific article; zbMATH DE number 5041978

    Statements

    title
    Smoothing Problem in Anticipating Scenario (English)
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    publication date
    20 July 2006
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    zbMATH Keywords
    stochastic differential equation
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    Wiener process
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    semimartingale
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    Identifiers

    zbMATH DE Number
    5041978
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    OpenAlex ID
    W1983039044
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    arXiv ID
    math/0611749
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