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.
English version (Springer): Ukrainian Mathematical Journal 57 (2005), no. 9, pp 1424-1441.
Citation Example: Dorogovtsev A. A. Smoothing Problem in Anticipating Scenario // Ukr. Mat. Zh. - 2005. - 57, № 9. - pp. 1218–1234.
Full text
