Modelling and estimation of traffic flow—a martingale approach

DOI10.1080/00207728008967028zbMath0435.93039OpenAlexW2015473465MaRDI QIDQ3875802

Martin van Maarseveen, Arunabha Bagchi

Publication date: 1980

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728008967028

zbMATH Keywords

modellingmartingale approach

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Traffic problems in operations research (90B20)

Related Items (1)

An alternative approach to non-linear filtering : jump process observations†

Cites Work

• The martingale theory of jump processes
• Martingales on Jump Processes. I: Representation Results
• Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach
• On Square Integrable Martingales

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