2017
Том 69
№ 9

All Issues

Smoothing Problem in Anticipating Scenario

Dorogovtsev A. A.

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Abstract

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.

English version (Springer): Ukrainian Mathematical Journal 57 (2005), no. 9, pp 1424-1441.

Citation Example: Dorogovtsev A. A. Smoothing Problem in Anticipating Scenario // Ukr. Mat. Zh. - 2005. - 57, № 9. - pp. 1218–1234.

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