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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+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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