Équations du filtrage pour un processus de poisson mélangé á deux indices (Q3896303): Difference between revisions
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Revision as of 06:13, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Équations du filtrage pour un processus de poisson mélangé á deux indices |
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Équations du filtrage pour un processus de poisson mélangé á deux indices (English)
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1980
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non-linear filtering
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stochastic calculus
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two-parameter doubly stochastic Poisson measure
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Girsanov theorem
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Ito formula
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