Smoothing Problem in Anticipating Scenario
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.
Issue
Section
Research articles