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Exact rates of convergeance for a branching particle approximation to the solution of the Zakai equation
3 references·0 citing·9 second hop
Exact rates of convergeance for a branching particle approximation to the solution of the Zakai equation (2003)Exact rates of convergeance for a branchi…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…Stochastic partial differential equations and filtering of diffusion processes (1980)Stochastic partial differenti…Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Optimal Control for Partially Observed Diffusions (1982)Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions (1983)Backward doubly stochastic differential equations and systems of quasilinear SPDEs (1994)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)
this work references cited by second hop

References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1980Stochastic partial differential equations and filtering of diffusion processes576 cited

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