Smoothing Problem in Anticipating Scenario

DOI10.1007/S11253-006-0005-9zbMath1093.60029arXivmath/0611749OpenAlexW1983039044MaRDI QIDQ5477120

Andrey A. Dorogovtsev

Publication date: 20 July 2006

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611749

zbMATH Keywords

stochastic differential equationWiener processsemimartingale

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Properties of Gaussian local times ⋮ Local times of self-intersection ⋮ Clark representation for local times of self-intersection of Gaussian integrators

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