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Publication:3504634
zbMath1155.60026MaRDI QIDQ3504634
Peter Imkeller, Stefan Ankirchner
Publication date: 11 June 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
entropyutility maximizationenlargement of filtrationShannon informationlogarithmic utilityheterogeneous informationinformation differenceinsider model
Utility theory (91B16) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Measures of information, entropy (94A17)
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