Martingale measures and partially observable diffusions (Q3977276)
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scientific article; zbMATH DE number 14927
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| English | Martingale measures and partially observable diffusions |
scientific article; zbMATH DE number 14927 |
Statements
Martingale measures and partially observable diffusions (English)
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25 June 1992
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optimal control
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partial observations
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filter
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stochastic integral with respect to a martingale measure
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0.8634697198867798
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0.8444403409957886
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0.8341090679168701
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