Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque
DOI10.1080/17442509408833944zbMATH Open0851.60040OpenAlexW2160668398MaRDI QIDQ4885237FDOQ4885237
Authors: Zusheng Rao 
Publication date: 4 November 1996
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833944
Recommendations
- Filtering of the Markov jump process given the observations of multivariate point process
- Filtering of a Markov jump process with counting observations
- Filtering with marked point process observations via Poisson chaos expansion
- Reflected diffusion processes with jumps
- On some filtration procedure for jump Markov process observed in white Gaussian noise
- A point process approach to filtered processes
- Filtering the histories of a partially observed marked point process
marked point processnonlinear filteringstochastic differential calculusapproximate filterreflected diffusion with jumps
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
Cites Work
- Stochastic differential equations with reflecting boundary conditions
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
- Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
- Calcul stochastique d�pendant d'un param�tre
- Calcul stochastique et problèmes de martingales
- Title not available (Why is that?)
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- Reflected diffusion processes with jumps
- Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
- Reflexion discontinue et systèmes stochastiques
Cited In (5)
- Markov chain approximations to filtering equations for reflecting diffusion processes.
- Filtering the histories of a partially observed marked point process
- Filtering with marked point process observations via Poisson chaos expansion
- An averaging principle for filtering a jump process with point process observations
- Title not available (Why is that?)
This page was built for publication: Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4885237)
