Optimal insider control and semimartingale decompositions under enlargement of filtration (Q2830713)
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scientific article; zbMATH DE number 6645506
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| English | Optimal insider control and semimartingale decompositions under enlargement of filtration |
scientific article; zbMATH DE number 6645506 |
Statements
Optimal insider control and semimartingale decompositions under enlargement of filtration (English)
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28 October 2016
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optimal insider control
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jump-diffusion
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filtration enlargement
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semimartingale decomposition
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Hida-Malliavin calculus
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white noise analysis
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Donsker delta functional
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0.8198904395103455
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0.7947676777839661
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0.7662332653999329
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0.7593067288398743
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