scientific article

zbMath0457.62078MaRDI QIDQ3906961

Bronius Grigelionis

Publication date: 1980

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

zbMATH Keywords

surveypoint processeslocal martingalenon-linear filteringsequential decision problemsrandom point measureIto stochastic integralsconditional intensity measure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian problems; characterization of Bayes procedures (62C10) Inference from stochastic processes (62M99) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Sequential statistical analysis (62L10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

The martingale method: Introductory sketch and access to the literature

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