Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque

DOI10.1080/17442509408833944zbMath0851.60040OpenAlexW2160668398MaRDI QIDQ4885237

Zusheng Rao

Publication date: 4 November 1996

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

Full work available at URL: https://doi.org/10.1080/17442509408833944

zbMATH Keywords

nonlinear filteringmarked point processstochastic differential calculusapproximate filterreflected diffusion with jumps

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
• On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

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