scientific article; zbMATH DE number 3637052

Cited in

(36)

Reverse time diffusions
A two-sided stochastic integral and its calculus
A generalization of Itô's lemma
White noise approach to stochastic integration
On an extension of the stochastic integral
The value of foresight
Insider information and its relation with the arbitrage condition and the utility maximization problem
Stochastic integrals and two filtrations
`Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
The Burgers equations and the Born rule
Harnesses, Lévy bridges and Monsieur Jourdain
Uncertainty and inside information
Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set
The value of insight
Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
A generalized formula of Ito and some other properties of stochastic flows
Équations du filtrage non linéaire de la prédiction et du lissage
Stochastic integration via white noise analysis
Enlargements of filtrations: initial and progressive enlargements
Time-symmetric optimal stochastic control problems in space-time domains
Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\)
Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information
Stochastic deformation of integrable dynamical systems and random time symmetry
Optimal Smooth Portfolio Selection for an Insider
On the Ayed-Kuo stochastic integration for anticipating integrands
Some Remarks on Enlargement of Filtration and Finance
Martingales in Japan
Derivative of certain stochastic integrals with anticipating integrands
Expansion of a filtration with a stochastic process: the information drift
The Itô integral and near-martingales in Riesz spaces
On near-martingales and a class of anticipating linear stochastic differential equations
HJB equation for maximization of wealth under insider trading
Stochastic integral for non-adapted processes with respect to the Rosenblatt process
Anticipative nonlinear filtering equations affected by observation noises and stability of linear filtering
Integration on loop groups. I: Quasi invariant measures
A variational principle for the Navier-Stokes equation

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