An implicit function theorem for semimartingales and an application

DOI10.1070/RM1983V038N02ABEH003480MaRDI QIDQ3314664zbMATH OpenOpenAlexFDO

Authors E. I. Trofimov

Publication date 1983

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1983v038n02abeh003480

zbMATH Keywords

implicit function theorem for semimartingalesIto-Dolean-Meyer's formula

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Generalizations of martingales (60G48) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)

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