Generalized Girsanov transform of processes and Zakai equation with jumps (Q6922996)
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scientific article; zbMATH DE number 8100042
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| English | Generalized Girsanov transform of processes and Zakai equation with jumps |
scientific article; zbMATH DE number 8100042 |
Statements
Generalized Girsanov transform of processes and Zakai equation with jumps (English)
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30 September 2025
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Girsanov transform
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filtering equation
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Malliavin calculus
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