A filtering problem with counting observations: approximation with error bounds (Q4363322)

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scientific article; zbMATH DE number 1087232
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A filtering problem with counting observations: approximation with error bounds
scientific article; zbMATH DE number 1087232

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    A filtering problem with counting observations: approximation with error bounds (English)
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    7 January 1998
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    filtering
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    counting process
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    jump Markov process
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    approximation
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    coupling
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