JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION
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Cites work
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- Exchangeable mixture models for lifetimes: the role of ``occupation numbers.
- Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
- Filtering of a branching process given its split times
- Optimal control and filtering of the reproduction law of a branching process
- Quelques applications de la formule de changement de variables pour les semimartingales
- partially observed control of markov processes, I
Cited in
(7)- Filtering of a discrete jump process: approximation error
- Approximate filtering via discrete dual processes
- An approximation method for controlled discrete jump processes under partial observations
- Counting observations: A note on state estimation sensitivity with an \(L^1\)-bound
- Robust approximation in a filtering problem with real state space and counting observations
- Invariant measures of the pair: state, approximate filtering process
- AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS
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