scientific article; zbMATH DE number 3944959

MaRDI QIDQ3715965zbMATH OpenFDO

Authors Robert J. Elliott

Publication date 1986

zbMATH Keywords

decomposition of special semimartingalesreverse time decompositionreverse time differentiability

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Filtering in stochastic control theory (93E11)

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(4)

• On characterizing the representation for a reversed point martingale
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• Smoothing Point Processes as a Means to Increase Throughput
• Time reversal of infinite-dimensional point processes

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