Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque (Q4885237)
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scientific article; zbMATH DE number 903603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque |
scientific article; zbMATH DE number 903603 |
Statements
Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque (English)
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4 November 1996
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nonlinear filtering
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reflected diffusion with jumps
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marked point process
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approximate filter
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stochastic differential calculus
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