Initial enlargement: a Bayesian approach

Dario Gasbarra; Esko Valkeila

Initial enlargement: a Bayesian approach

Dario Gasbarra, Esko Valkeila

Department of Mathematics and Systems Analysis

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific

Original language	English
Title of host publication	Theory of Stochastic Processes
Pages	26-37
Publication status	Published - 2004
MoE publication type	B2 Part of a book or another research book

Keywords

arithmetic mean measure
dynamical Bayesian modelling
enlargement of filtration

Access to Document

http://www.math.helsinki.fi/~valkeila/publ/kiev_ins2.pdf

Cite this

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title = "Initial enlargement: a Bayesian approach",

keywords = "arithmetic mean measure, dynamical Bayesian modelling, enlargement of filtration, arithmetic mean measure, dynamical Bayesian modelling, enlargement of filtration, arithmetic mean measure, dynamical Bayesian modelling, enlargement of filtration",

author = "Dario Gasbarra and Esko Valkeila",

year = "2004",

language = "English",

pages = "26--37",

booktitle = "Theory of Stochastic Processes",

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TY - CHAP

T1 - Initial enlargement: a Bayesian approach

AU - Gasbarra, Dario

AU - Valkeila, Esko

PY - 2004

Y1 - 2004

KW - arithmetic mean measure

KW - dynamical Bayesian modelling

KW - enlargement of filtration

KW - arithmetic mean measure

KW - dynamical Bayesian modelling

KW - enlargement of filtration

KW - arithmetic mean measure

KW - dynamical Bayesian modelling

KW - enlargement of filtration

UR - http://www.math.helsinki.fi/~valkeila/publ/kiev_ins2.pdf

M3 - Chapter

SP - 26

EP - 37

BT - Theory of Stochastic Processes

ER -