Stability of the filter with Poisson observations

DOI10.1007/s11203-014-9114-5zbMath1321.93059OpenAlexW2159107925MaRDI QIDQ500868

Jie Xiong, Zhi-Qiang Li

Publication date: 5 October 2015

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-014-9114-5

zbMATH Keywords

stabilitydiffusion processtruncated filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25)

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