Pages that link to "Item:Q3900754"

The following pages link to New results on the innovations problem for non-linear filtering (Q3900754):

Displaying 12 items.

• Entropic solution of the innovation conjecture of T. Kailath (Q500821) (← links)
• Invertibility of adapted perturbations of the identity on abstract Wiener space (Q765907) (← links)
• Entropy, invertibility and variational calculus of adapted shifts on Wiener space (Q1039419) (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
• Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
• Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
• Robust filtering and propagation of uncertainty in hidden Markov models (Q2042836) (← links)
• Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
• On the stochastic differential equations of filtering theory (Q5899983) (← links)
• Average preserving variation processes in view of optimization (Q6038473) (← links)