Smoothing problem in anticipating scenario

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dc.creatorDorogovtsev, Andrey A
dc.date2006-11-24
dc.date.accessioned2026-07-07T07:33:18Z
dc.date.available2026-07-07T07:33:18Z
dc.descriptionThis article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type and its application to the smoothing problem in the case when noise is represented by the two jointly Gaussian Wiener processes, which can have not a semimartingale property with respect to the joint filtration.
dc.description22 pages
dc.identifierhttps://arxiv.org/abs/math/0611749
dc.identifierhttp://arxiv.org/abs/math/0611749
dc.identifierUkrainian Mathematical Journal, 2005, V. 57, #9, p. 1218-1234
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/119404
dc.subjectProbability
dc.subject60H05, 60H40
dc.titleSmoothing problem in anticipating scenario
dc.typetext

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