A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters

DOI10.1080/17442509708834113zbMath0880.93054OpenAlexW2002924755MaRDI QIDQ4354629

Antonella Calzolari, Giovanna Nappo

Publication date: 2 February 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834113

zbMATH Keywords

sensitivityrobustnessfiltercounting processjump Markov processcoupling of Markov chains

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35)

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AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS ⋮ JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION ⋮ Controlled Heterogeneous Collection: The Role of Occupation Numbers ⋮ Heterogeneous population dynamical model: a filtering problem

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