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Publication:3206067
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zbMath0416.60062MaRDI QIDQ3206067

Albert N. Shiryaev, Robert Sh. Liptser, Youri M.Kabanov

Publication date: 1978


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

absolute continuity of one point process with respect to anothercompensator of a random point process


Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)


Related Items (10)

LAMN in a class of parametric models for null recurrent diffusions ⋮ Semimartingales with values in \(R^m_+\) ⋮ Strategic insider trading equilibrium: a filter theory approach ⋮ Accuracy of Some Approximate Gaussian Filters for the Navier--Stokes Equation in the Presence of Model Error ⋮ Little's theorem: A stochastic integral approach ⋮ Polynomial-Gaussian solutions of stochastic differential equations ⋮ Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation ⋮ On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation ⋮ Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues ⋮ Adaptive control of Fisher information




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