Note on filtering from point process

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zbMath0744.93096MaRDI QIDQ1184867

Tran Hung Thao

Publication date: 28 June 1992

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

semimartingale Fellerian signal unnormalized filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Generalizations of martingales (60G48)

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