Filtering of a branching process given its split times

DOI10.2307/3215084zbMath0887.60083OpenAlexW2324297699MaRDI QIDQ4364864

Anna Gerardi, Claudia Ceci

Publication date: 23 April 1998

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215084

zbMATH Keywords

Markov branching processoptimal stopping problemsmarked trees

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (4)

AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS ⋮ JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION ⋮ Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization ⋮ Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems

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