On the Filtering of Semimartingales in Case of Observations of Point Processes

DOI10.1137/1123017zbMath0423.60042OpenAlexW2060397008MaRDI QIDQ3857509

Dimitar I. Khadzhiev

Publication date: 1978

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1123017

zbMATH Keywords

stochastic integralsfiltering of semimartingales

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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