The following pages link to (Q3015741):
Displaying 9 items.
- Finite difference schemes for linear stochastic integro-differential equations (Q312003) (← links)
- On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise (Q2289783) (← links)
- Statistical inference for the intensity in a partially observed jump diffusion (Q2414732) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
