Pages that link to "Item:Q3167334"
From MaRDI portal
The following pages link to Nonlinear Filtering for Jump Diffusion Observations (Q3167334):
Displayed 24 items.
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Continuous finite-dimensional locally optimal filtering of jump diffusions (Q1994802) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- Using maximum cross section method for filtering jump-diffusion random processes (Q2187855) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise (Q2289783) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Statistical inference for the intensity in a partially observed jump diffusion (Q2414732) (← links)
- (Q4568435) (← links)
- The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
- Nonlinear filtering of stochastic differential equations with correlated Lévy noises (Q5086724) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise (Q5215007) (← links)
- A quantum extended Kalman filter (Q5272619) (← links)
- Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
- Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method (Q6136116) (← links)
- Implicit incentives for fund managers with partial information (Q6166931) (← links)