Lassalle, Rémi Average preserving variation processes in view of optimization. (English) Zbl 1523.60119 Stoch. Dyn. 23, No. 2, Article ID 2350018, 26 p. (2023). MSC: 60H30 60H99 93E11 93E20 PDFBibTeX XMLCite \textit{R. Lassalle}, Stoch. Dyn. 23, No. 2, Article ID 2350018, 26 p. (2023; Zbl 1523.60119) Full Text: DOI arXiv
Kardaras, Constantinos; Ruf, Johannes Filtration shrinkage, the structure of deflators, and failure of market completeness. (English) Zbl 1456.60099 Finance Stoch. 24, No. 4, 871-901 (2020). MSC: 60G44 60H10 91G20 PDFBibTeX XMLCite \textit{C. Kardaras} and \textit{J. Ruf}, Finance Stoch. 24, No. 4, 871--901 (2020; Zbl 1456.60099) Full Text: DOI arXiv
Baker, C. R.; Gualtierotti, A. F. Discrimination with respect to a Gaussian process. (English) Zbl 0561.60043 Probab. Theory Relat. Fields 71, 159-182 (1986). MSC: 60G15 60G30 PDFBibTeX XMLCite \textit{C. R. Baker} and \textit{A. F. Gualtierotti}, Probab. Theory Relat. Fields 71, 159--182 (1986; Zbl 0561.60043) Full Text: DOI
Mazziotto, G.; Szpirglas, J. Filtrage de diffusions bidirectionnelles pour une observation ponctuelle de Poisson à deux paramètres. (French) Zbl 0483.60029 Ann. Sci. Univ. Clermont II 69, Math. 19, 125-139 (1981). MSC: 60G35 60J60 60G60 60G57 93E11 PDFBibTeX XMLCite \textit{G. Mazziotto} and \textit{J. Szpirglas}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 69(19), 125--139 (1981; Zbl 0483.60029) Full Text: Numdam EuDML
Benes, V. E. Exact finite-dimensional filters for certain diffusions with nonlinear drift. (English) Zbl 0458.60030 Stochastics 5, 65-92 (1981). MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{V. E. Benes}, Stochastics 5, 65--92 (1981; Zbl 0458.60030) Full Text: DOI
Szpirglas, J.; Mazziotto, G. Modèle général de filtrage non linéaire et équations différentielles stochastiques associees. (French) Zbl 0426.60041 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 15, 147-173 (1979). MSC: 60G35 60H10 PDFBibTeX XMLCite \textit{J. Szpirglas} and \textit{G. Mazziotto}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 15, 147--173 (1979; Zbl 0426.60041) Full Text: Numdam EuDML
Szpirglas, J. Sur l’équivalence d’équations différentielles stochastiques à valeurs mesures intervenant dans le filtrage markovien non linéaire. (French) Zbl 0374.60055 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 14, 33-59 (1978). MSC: 60G35 60H10 PDFBibTeX XMLCite \textit{J. Szpirglas}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 14, 33--59 (1978; Zbl 0374.60055) Full Text: Numdam EuDML