Smoothing Problem in Anticipating Scenario

• Datum: 2005
• Hauptverfasser: Dorogovtsev, A. A., Дороговцев, А. А.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2005
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3680
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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.