Optimization Applications of Compensators of Poisson Random Measures

DOI10.1017/S0269964800001030zbMath1134.60346OpenAlexW2080503547MaRDI QIDQ3415919

Shengwu He

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800001030

Mathematics Subject Classification ID

Stochastic programming (90C15) Signal detection and filtering (aspects of stochastic processes) (60G35) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
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