Filtering of continuous-time Markov chains with noise-free observation and applications
DOI10.1080/17442508.2011.651214zbMath1296.60096arXiv1009.1039OpenAlexW1976184379MaRDI QIDQ5411902
Marco Fuhrman, Fulvia Confortola
Publication date: 25 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.1039
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic analysis (60H99) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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Cites Work
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