Nonlinear filtering for jump-diffusions (Q2433774)

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Nonlinear filtering for jump-diffusions
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    title
    Nonlinear filtering for jump-diffusions (English)
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    publication date
    30 October 2006
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    Mathematics Subject Classification ID
    60G35
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    60H20
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    60J75
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    zbMATH DE Number
    5068568
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    zbMATH Keywords
    nonlinear filtering
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    jump-diffusions
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    Poisson process
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    measure transformation
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