scientific article; zbMATH DE number 2169746

zbMath1063.62030MaRDI QIDQ4677205

Esko Valkeila, Dario Gasbarra

Publication date: 20 May 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

enlargement of filtrationarithmetic mean measuredynamical Bayesian modelling

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

Initial enlargement of filtrations and entropy of Poisson compensators ⋮ The Shannon information of filtrations and the additional logarithmic utility of insiders

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