Pages that link to "Item:Q1573568"

The following pages link to Filtering of a Markov jump process with counting observations (Q1573568):

Displaying 12 items.

• Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
• Backward representation of Markov jump processes and related problems. I. Optimal linear estimation (Q885730) (← links)
• Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281) (← links)
• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
• Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
• Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
• The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
• Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
• Nonlinear filtering for jump-diffusions (Q2433774) (← links)
• Filtering on a partially observed ultra-high-frequency data model (Q2501130) (← links)
• Nonlinear Filtering for Jump Diffusion Observations (Q3167334) (← links)
• Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)