scientific article; zbMATH DE number 3805396
zbMATH Open0509.93057MaRDI QIDQ4749705FDOQ4749705
Authors: Bronius Grigelionis 
Publication date: 1982
Title of this publication is not available (Why is that?)
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Characterization and structure theory of statistical distributions (62E10) Robustness and adaptive procedures (parametric inference) (62F35) Distribution theory (60E99) Martingales with continuous parameter (60G44) Estimation and detection in stochastic control theory (93E10)
Cited In (6)
- Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
- Finite difference schemes for linear stochastic integro-differential equations
- A comparison principle for stochastic integro-differential equations
- A Bayes formula for nonlinear filtering with Gaussian and Cox noise
- Fractional generalizations of Zakai equation and some solution methods
- RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients
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