An implicit function theorem for semimartingales and an application

DOI10.1070/RM1983V038N02ABEH003480zbMath0532.60041OpenAlexW2081495406MaRDI QIDQ3314664

E. I. Trofimov

Publication date: 1983

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1983v038n02abeh003480

zbMATH Keywords

implicit function theorem for semimartingalesIto-Dolean-Meyer's formula

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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