scientific article; zbMATH DE number 3498996
From MaRDI portal
Publication:4080487
zbMath0318.60032MaRDI QIDQ4080487
Publication date: 1974
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (13)
Estimation of stochastic volatility in the Hull-White model ⋮ On the number of optimal base 2 representations of integers ⋮ Construction of the innovation process in a filtering problem of partially observable diffusion type ⋮ Mean-Square Filtering Problem for Discrete Volterra Equations ⋮ Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights ⋮ The Kalman-Bucy method of optimal filtering and its generalizations ⋮ Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces ⋮ IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA ⋮ Representation of gaussian processes equivalent to a gaussian martingalet ⋮ The general discrete time disorder problem ⋮ Examples of optimal control for partially observable systems:comparison, classical, and martingale methods ⋮ Hölder Flow and Differentiability for SDEs with Nonregular Drift ⋮ Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory
This page was built for publication: