Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07362990802678846 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2096619631 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q60920727 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3329568 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unique characterization of conditional distributions in nonlinear filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Optimum Methods in Quickest Detection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering / rank
 
Normal rank

Latest revision as of 13:38, 1 July 2024

scientific article
Language Label Description Also known as
English
Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance
scientific article

    Statements

    Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (English)
    0 references
    0 references
    0 references
    0 references
    5 May 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    applications in optimization
    0 references
    filtering
    0 references
    0 references
    0 references