Nonlinear filtering problem and martingale representation (Q6492780)
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scientific article; zbMATH DE number 7838514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering problem and martingale representation |
scientific article; zbMATH DE number 7838514 |
Statements
Nonlinear filtering problem and martingale representation (English)
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26 April 2024
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nonlinear filtering problem
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Malliavin (stochastic) derivative
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martingale representation
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Clark-Ocone formula
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Glonti-Purtukhia representation
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