Pages that link to "Item:Q2249409"

The following pages link to The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409):

Displaying 17 items.

• Non-linear filtering and optimal investment under partial information for stochastic volatility models (Q1650844) (← links)
• Optimal liquidation under partial information with price impact (Q1986008) (← links)
• Continuous finite-dimensional locally optimal filtering of jump diffusions (Q1994802) (← links)
• Effective filtering analysis for non-Gaussian dynamic systems (Q2019997) (← links)
• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
• Bond prices under information asymmetry and a short rate with instantaneous feedback (Q2152233) (← 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)
• 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)
• Data assimilation and parameter estimation for a multiscale stochastic system with<i>α</i>-stable Lévy noise (Q3302899) (← links)
• Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise (Q5215007) (← links)
• Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
• Implicit incentives for fund managers with partial information (Q6166931) (← links)