State estimation for partially observed jump processes

DOI10.1016/0022-247X(78)90175-0zbMATH Open0403.60074MaRDI QIDQ1256265FDOQ1256265

Authors: Raymond W. Rishel 

Publication date: 1978

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Jump ProcessesMartingale MethodsOptimal Filtering EquationsPartially Observed Jump Markov Process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Stochastic differential equations for the non linear filtering problem
• Nonlinear filtering with counting observations
• State estimation for partially observed Markov chains
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Cited In (1)

• Representation results for jump processes with application to optimal stopping

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