Pages that link to "Item:Q5946224"
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The following pages link to Nonlinear filtering equation of a jump process with counting observations (Q5946224):
Displayed 11 items.
- Filtering of the Markov jump process given the observations of multivariate point process (Q747324) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← 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)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505) (← links)
- Heterogeneous population dynamical model: a filtering problem (Q5697588) (← links)
- Multitype branching processes observing particles of a given type (Q5697594) (← links)