Two results on jump processes
Sheng-Wu He, Jia-Gang Wang (1984)
Séminaire de probabilités de Strasbourg
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “On the innovations conjecture of nonlinear filtering with dependent data.”
Two results on jump processes
Strong and weak order of time discretization schemes of stochastic differential equations
Yao-Zhong Hu (1996)
Séminaire de probabilités de Strasbourg
Similarity:
A Stroock formula for a certain class of Lévy processes and applications to finance.
Eddahbi, M., Solé, J.L., Vives, J. (2005)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.
Saintier, Nicolas (2007)
Electronic Communications in Probability [electronic only]
Similarity:
On variant reflected backward SDEs, with applications.
Ma, Jin, Wang, Yusun (2009)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Linear filtering of systems with memory and application to finance.
Inoue, A., Nakano, Y., Anh, V. (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Homogenization of semilinear PDEs with discontinuous averaged coefficients.
Bahlali, Khaled, Elouaflin, A., Pardoux, Etienne (2009)
Electronic Journal of Probability [electronic only]
Similarity:
Nonlinear filtering with signal dependent observation noise.
Crisan, Dan, Kouritzin, Michael A., Xiong, Jie (2009)
Electronic Journal of Probability [electronic only]
Similarity:
Long-term behavior for superprocesses over a stochastic flow.
Xiong, Jie (2004)
Electronic Communications in Probability [electronic only]
Similarity:
Time averaging for functional differential equations.
Lakrib, Mustapha (2003)
Journal of Applied Mathematics
Similarity: