Reviews
- 作者Ekkart Zimmermann; K. B. Madsen
- 卷第3卷
- 期第3期
- 印刷ISSN0040-5833
- 电子ISSN1573-7187
- 文件大小201.58KB
- 发表时间1973-03
- DOI10.1007/bf00139509
- 页码318-321
NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONSCLAUDIA CECI and KATIA COLANERI · Advances in Applied Probability · 2012
Nonlinear Filtering for Jump Diffusion ObservationsCeci, Claudia; Colaneri, Katia · Advances in Applied Probability · 2012
The Föllmer–Schweizer decomposition under incomplete informationCeci, Claudia; Colaneri, Katia; Cretarola, Alessandra · Stochastics · 2017
Local risk-minimization under restricted information on asset pricesCeci, Claudia; Cretarola, Alessandra; Colaneri, Katia · Electronic Journal of Probability · 2015
A benchmark approach to risk-minimization under partial informationCeci, Claudia; Colaneri, Katia; Cretarola, Alessandra · Insurance: Mathematics and Economics · 2014
Unit-linked life insurance policies: Optimal hedging in partially observable market modelsCeci, Claudia; Colaneri, Katia; Cretarola, Alessandra · Insurance: Mathematics and Economics · 2017
The Zakai Equation of Nonlinear Filtering for Jump-Diffusion Observations: Existence and UniquenessCeci, Claudia; Colaneri, Katia · Applied Mathematics & Optimization · 2014
On Random RotationsP. H. Roberts and D. E. Winch · Advances in Applied Probability · 1984
Homecomings of Markov ProcessesJ. F. C. Kingman · Advances in Applied Probability · 1973
Optimal Stopping Problems for Brownian MotionJohn Bather · Advances in Applied Probability · 1970
Student ProcessesC. C. Heyde and N. N. Leonenko · Advances in Applied Probability · 2005
Dynamic Programming and Gambling ModelsSheldon M. Ross · Advances in Applied Probability · 1974
Further Monotonicity Properties of Renewal ProcessesMasaaki Kijima · Advances in Applied Probability · 1992
Coefficients of Ergodicity: Structure and ApplicationsE. Seneta · Advances in Applied Probability · 1979
Cumulative Shock ModelsAllan Gut · Advances in Applied Probability · 1990