Modelling and estimation of traffic flow—a martingale approach

DOI10.1080/00207728008967028MaRDI QIDQ3875802zbMATH OpenOpenAlexFDO

Authors Arunabha Bagchi, Martin van Maarseveen

Publication date 1980

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728008967028

zbMATH Keywords

modellingmartingale approach

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Traffic problems in operations research (90B20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach
• Martingales on Jump Processes. I: Representation Results
• On Square Integrable Martingales
• The martingale theory of jump processes

Cited in

(1)

• An alternative approach to non-linear filtering : jump process observations†

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