Smoothing Problem in Anticipating Scenario

Authors

  • 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

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.