Pages that link to "Item:Q5753857"
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The following pages link to On the unnormalized solution of the filtering problem with counting process observations (Q5753857):
Displaying 30 items.
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- A Monte Carlo method for filtering a marked doubly stochastic Poisson process (Q1039969) (← links)
- A filtering model for Bayesian analysis of failure data contaminated by maintenance (Q1122277) (← links)
- Filtering the histories of a partially observed marked point process (Q1190169) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
- Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281) (← links)
- Constructing quantum measurement processes via classical stochastic calculus (Q1899271) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Genealogical constructions of population models (Q2327935) (← links)
- A Newton multigrid method for steady-state shallow water equations with topography and dry areas (Q2363864) (← links)
- A partially observed ultra-high-frequency data model: risk-minimizing hedging (Q2462626) (← links)
- Filtering on a partially observed ultra-high-frequency data model (Q2501130) (← links)
- Modelling a multitype branching Brownian motion: Filtering of a measure-valued process (Q2502274) (← links)
- Nonlinear Filtering for Jump Diffusion Observations (Q3167334) (← links)
- Nonlinear Filtering for Markov Systems with Delayed Observations (Q3392509) (← links)
- Nonlinear filtering with a symmetric space valued discontinuous observation (Q4309976) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (Q4636366) (← links)
- AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS (Q4798860) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505) (← links)
- On a New Approach to the Solution of the Nonlinear Filtering Equation of Jump Processes (Q5485360) (← links)
- Heterogeneous population dynamical model: a filtering problem (Q5697588) (← links)
- Multitype branching processes observing particles of a given type (Q5697594) (← links)
