Risk sensitive filtering with Poisson process observations (Q1568193)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive filtering with Poisson process observations |
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Risk sensitive filtering with Poisson process observations (English)
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18 December 2000
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point processes
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risk sensitive
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robustness
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filtering
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change measure
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martingale calculus
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