GKW representation theorem under restricted information: An application to risk-minimization (Q5417124)
From MaRDI portal
scientific article; zbMATH DE number 6295957
Language | Label | Description | Also known as |
---|---|---|---|
English | GKW representation theorem under restricted information: An application to risk-minimization |
scientific article; zbMATH DE number 6295957 |
Statements
GKW representation theorem under restricted information: An application to risk-minimization (English)
0 references
16 May 2014
0 references
Galtchouk-Kunita-Watanabe (GKW) decomposition
0 references
equations driven by a càdlàg martingale
0 references
partial information
0 references
predictable dual projection
0 references
risk-minimization
0 references
0 references