An anticipative linear filtering equation (Q553370): Difference between revisions

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-Knut Kristian Aase
@@ Property / author: Knut Kristian Aase / rank @@
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+Knut Kristian Aase
@@ Property / author: Knut Kristian Aase / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E11
@@ Property / Mathematics Subject Classification ID: 93E11 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 93C05 / rank @@
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@@ Property / zbMATH DE Number @@
+5932539
@@ Property / zbMATH DE Number: 5932539 / rank @@
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@@ Property / zbMATH Keywords @@
+anticipative linear filter equation
@@ Property / zbMATH Keywords: anticipative linear filter equation / rank @@
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@@ Property / zbMATH Keywords @@
+enlargement of filtration
@@ Property / zbMATH Keywords: enlargement of filtration / rank @@
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@@ Property / zbMATH Keywords @@
+insider trading
@@ Property / zbMATH Keywords: insider trading / rank @@
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@@ Property / OpenAlex ID: W3122211916 / rank @@
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+Q4148534
@@ Property / cites work: Q4148534 / rank @@
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+Q3908216
@@ Property / cites work: Q3908216 / rank @@
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+Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran
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@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
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@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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@@ Property / cites work @@
+Q3311412
@@ Property / cites work: Q3311412 / rank @@
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@@ Property / cites work @@
+Q3696227
@@ Property / cites work: Q3696227 / rank @@
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@@ Property / cites work @@
+Random times and enlargements of filtrations in a Brownian setting.
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@@ Property / cites work @@
+An enlargement of filtration for Brownian motion
@@ Property / cites work: An enlargement of filtration for Brownian motion / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:553370