Smoothing Problem in Anticipating Scenario

  • A. A. Dorogovtsev

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.
Published
25.09.2005
How to Cite
DorogovtsevA. A. “Smoothing Problem in Anticipating Scenario”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, no. 9, Sept. 2005, pp. 1218–1234, https://umj.imath.kiev.ua/index.php/umj/article/view/3680.
Section
Research articles