×
Khadzhiev, D. I.

On the filtering of semimartingales in case of observations of point processes. (English) Zbl 0423.60042

Theory Probab. Appl. 23, 169-178 (1978).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0423.60042

Cited in 4 Documents

MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
93E10 Estimation and detection in stochastic control theory
93E11 Filtering in stochastic control theory

Keywords:

filtering of semimartingales; stochastic integrals

Citations:

Zbl 0389.60029
Cite Review PDF
Full Text: DOI