Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2019.08.009 / rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127319692 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2019.08.009 / rank | |||
Normal rank | |||
Latest revision as of 22:52, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization |
scientific article |
Statements
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (English)
0 references
1 April 2020
0 references
causal transport plan
0 references
semimartingale decomposition
0 references
filtration enlargement
0 references
stochastic optimization
0 references
robust bounds
0 references
value of information
0 references
0 references
0 references
0 references
