Ukrainian Mathematical Journal

, Volume 57, Issue 9, pp 1424–1441 | Cite as

Smoothing Problem in Anticipating Scenario

  • A. A. Dorogovtsev


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.


Differential Equation Stochastic Process Stochastic Differential Equation Wiener Process Smoothing Problem 
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Copyright information

© Springer Science+Business Media, Inc. 2005

Authors and Affiliations

  • A. A. Dorogovtsev
    • 1
  1. 1.Institute of MathematicsUkrainian Academy of SciencesKievUkraine

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