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On the Filtering of Semimartingales in Case of Observations of Point Processes - MaRDI portal

On the Filtering of Semimartingales in Case of Observations of Point Processes (Q3857509)

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English
On the Filtering of Semimartingales in Case of Observations of Point Processes
scientific article

    Statements

    title
    On the Filtering of Semimartingales in Case of Observations of Point Processes (English)
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    publication date
    1978
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    zbMATH Keywords
    filtering of semimartingales
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    stochastic integrals
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    Identifiers

    DOI
    10.1137/1123017
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    Mathematics Subject Classification ID
    60G35
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    93E10
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    93E11
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    zbMATH DE Number
    3658767
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    OpenAlex ID
    W2060397008
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