scientific article; zbMATH DE number 3637052

From MaRDI portal
Revision as of 13:12, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4197141

zbMath0409.60060MaRDI QIDQ4197141

Kiyosi Itô

Publication date: 1978


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (32)

A two-sided stochastic integral and its calculusTime-symmetric optimal stochastic control problems in space-time domainsThe Burgers equations and the Born ruleA generalization of Itô's lemmaWhite noise approach to stochastic integrationThe value of foresightOn the Ayed-Kuo stochastic integration for anticipating integrandsSome Remarks on Enlargement of Filtration and FinanceMartingales in JapanDerivative of certain stochastic integrals with anticipating integrandsExpansion of a filtration with a stochastic process: the information driftThe Itô integral and near-martingales in Riesz spacesGrossissements de filtrations : grossissements initiaux et progressifsSentiment lost: the effect of projecting the pricing kernel onto a smaller filtration setOn an extension of the stochastic integralStochastic integration via white noise analysisOptimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside informationStochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$Harnesses, Lévy bridges and Monsieur JourdainOptimal Smooth Portfolio Selection for an InsiderLoi de l'indice du lacet Brownien, et distribution de Hartman-WatsonInsider information and its relation with the arbitrage condition and the utility maximization problemThe Value of InsightIntegration on loop groups. I: Quasi invariant measuresA generalized formula of Ito and some other properties of stochastic flowsA variational principle for the Navier-Stokes equationStochastic integrals and two filtrationsStochastic deformation of integrable dynamical systems and random time symmetry`Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth centuryReverse time diffusionsÉquations du filtrage non linéaire de la prédiction et du lissageUncertainty and inside information







This page was built for publication: