Funder
National Natural Science Foundation of China
Guizhou Normal University
Department of Education of Guizhou Province
Reference28 articles.
1. An anticipative linear filtering equation;Aase;Systems and Control Letter,2011
2. Strategic insider trading equilibrium with partially informed noise trader;Aase;Mathematics and Financial Economics,2012
3. Insider trading in continuous time;Back;The Review of Financial Studies,1992
4. Stochastic control of partially observable systems;Bensoussan,1992
5. A mean-field stochastic control problem with partial observations;Buckdahn;Annals of Applied Probability,2016