Likelihood ratio processes for Markovian particle systems with killing and jumps

DOI10.1023/A:1016342403195zbMath1030.60074OpenAlexW1583336247WikidataQ98839689 ScholiaQ98839689MaRDI QIDQ1857352

Eva Löcherbach

Publication date: 8 February 2004

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016342403195

zbMATH Keywords

branching processesdiffusion processesbranching diffusionslikelihood ratio processrepasted Markov processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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