scientific article; zbMATH DE number 3498996
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Publication:4080487
zbMATH Open0318.60032MaRDI QIDQ4080487FDOQ4080487
Authors: R. Liptser 
Publication date: 1974
Title of this publication is not available (Why is that?)
Cited In (13)
- Hölder Flow and Differentiability for SDEs with Nonregular Drift
- Viscosity solution of optimal stopping problem for stochastic systems with bounded memory
- On the number of optimal base 2 representations of integers
- Mean-Square Filtering Problem for Discrete Volterra Equations
- Examples of optimal control for partially observable systems:comparison, classical, and martingale methods
- Representation of gaussian processes equivalent to a gaussian martingalet
- Construction of the innovation process in a filtering problem of partially observable diffusion type
- The Kalman-Bucy method of optimal filtering and its generalizations
- Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
- Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights
- The general discrete time disorder problem
- Estimation of stochastic volatility in the Hull-White model
- Identification of affine term structures from yield curve data
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