A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505): Difference between revisions

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+On sequential construction of solutions of stochastic differential equations with jump terms
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+Nonlinear filtering equation of a jump process with counting observations
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+Multitype branching processes observing particles of a given type
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+On a New Approach to the Solution of the Nonlinear Filtering Equation of Jump Processes
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+Risk Minimization with Incomplete Information in a Model for High-Frequency Data
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+Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
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+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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+Calcul stochastique et problèmes de martingales
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+On the unnormalized solution of the filtering problem with counting process observations
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+Unique characterization of conditional distributions in nonlinear filtering
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+Publication:5483505