On some filtering problems arising in mathematical finance (Q1265916): Difference between revisions

@@ Property / cites work @@
+Differential-geometrical methods in statistics
@@ Property / cites work: Differential-geometrical methods in statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4372026
@@ Property / cites work: Q4372026 / rank @@
+Normal rank
@@ Property / cites work @@
+A Fast Heuristic Method for Polynomial Moment Problems with Boltzmann–Shannon Entropy
+Normal rank
@@ Property / cites work @@
+On the nice behaviour of the Gaussian projection filter with small observation noise
+Normal rank
@@ Property / cites work @@
+New results on the Gaussian projection filter with small observation noise
+Normal rank
@@ Property / cites work @@
+Des resultats de non existence de filtre de dimension finie
+Normal rank
@@ Property / cites work @@
+Q3953669
@@ Property / cites work: Q3953669 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845603
@@ Property / cites work: Q4845603 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4848527
@@ Property / cites work: Q4848527 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4263613
@@ Property / cites work: Q4263613 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q5179661
@@ Property / cites work: Q5179661 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
+Normal rank