Nonlinear filtering equation of a jump process with counting observations
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Publication:5946224
DOI10.1023/A:1010791014086zbMath0981.60081MaRDI QIDQ5946224
Publication date: 3 March 2002
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010791014086
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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