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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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Bibliographic Details
Date:	2005
Main Authors:	Dorogovtsev, A. A., Дороговцев, А. А.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 2005
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3680
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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