Geodesic
Strong innovation and its applications to information diffusion modelling in finance.
Georgian Mathematical Journal, Tome 9 (2002) no. 2, pp. 383-402.

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Keywords: partial information, innovation process, mean-variance hedging, utility maximization, diffusion model 
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     author = {Toronjadze, T.},
     title = {Strong innovation and its applications to information diffusion modelling in finance.},
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Toronjadze, T. Strong innovation and its applications to information diffusion modelling in finance.. Georgian Mathematical Journal, Tome 9 (2002) no. 2, pp. 383-402. http://geodesic.mathdoc.fr/item/GMJ_2002__9_2_52366/