On the Construction of Conditional Probability Densities in the Brownian and Compound Poisson Filtrations.
| Autor: | Gapeev, Pavel V.1 (AUTHOR) p.v.gapeev@lse.ac.uk, Jeanblanc, Monique2 (AUTHOR) |
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| Zdroj: | ESAIM: Probability & Statistics. 2024, Vol. 28, p62-74. 13p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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