scientific article
From MaRDI portal
Publication:3336450
zbMath0546.60044MaRDI QIDQ3336450
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Filtering in stochastic control theory (93E11) Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items
Optimal portfolio in partially observed stochastic volatility models. ⋮ On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion ⋮ On bifractional Brownian motion ⋮ Gaussian moving averages, semimartingales and option pricing.