scientific article; zbMATH DE number 3647878

MaRDI QIDQ3206067zbMATH OpenFDO

Authors Albert N. Shiryaev, Yuri Kabanov, R. Liptser

Publication date 1978

zbMATH Keywords

absolute continuity of one point process with respect to anothercompensator of a random point process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) General theory of stochastic processes (60G07)

Cited in

(10)

• Adaptive control of Fisher information
• Accuracy of some approximate Gaussian filters for the Navier-Stokes equation in the presence of model error
• Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
• Polynomial-Gaussian solutions of stochastic differential equations
• Strategic insider trading equilibrium: a filter theory approach
• Semimartingales with values in \(R^m_+\)
• On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
• Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
• LAMN in a class of parametric models for null recurrent diffusions
• Little's theorem: A stochastic integral approach

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