An anticipative linear filtering equation
type: Item
instance of: scholarly article
title: An anticipative linear filtering equation
zbMATH Open document ID: 1222.93220
author: Terje Bjuland
author: B. Øksendal
author: Knut Kristian Aase
published in: Systems \& Control Letters
publication date: 2011-07-27T00:00:00Z
full work available at URL: http://hdl.handle.net/11250/163999
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 5932539
zbMATH Keywords: anticipative linear filter equation
zbMATH Keywords: enlargement of filtration
zbMATH Keywords: insider trading
MaRDI profile type: Publication
OpenAlex ID: W3122211916
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DOI: 10.1016/J.SYSCONLE.2011.04.001
description: scientific article; zbMATH DE number 5932539