Smoothing Problem in Anticipating Scenario
We consider a smoothing problem for stochastic processes satisfying stochastic differential equations with Wiener processes that may not have a semimartingale property with respect to the joint filtration.
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| Date: | 2005 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2005
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3680 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |