Enlarged filtrations for diffusions
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Publication:1822418
DOI10.1016/0304-4149(87)90031-7zbMath0618.60075MaRDI QIDQ1822418
Robert J. Elliott, Ata N. Al-Hussaini
Publication date: 1987
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(87)90031-7
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
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