Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331)
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scientific article
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| English | Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics |
scientific article |
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Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (English)
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27 July 2022
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stochastic filtering
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pure jump process
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jump-diffusion process
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non quasi-left-continuous random measure
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path-dependent local characteristics
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0.8191279768943787
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0.8191279768943787
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0.8007106781005859
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0.7973006963729858
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