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
Issue
Section
Research articles
How to Cite
Dorogovtsev, A. 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.