Heterogeneous population dynamical model: a filtering problem

DOI10.1239/JAP/1118777175zbMath1085.60023OpenAlexW2058028052MaRDI QIDQ5697588

Paola Tardelli, Anna Gerardi

Publication date: 18 October 2005

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

Full work available at URL: https://doi.org/10.1239/jap/1118777175

zbMATH Keywords

exchangeabilitynonlinear stochastic filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Population dynamics (general) (92D25)

Related Items (4)

Probabilistic prediction of credit ratings: a filtering approach ⋮ Credit risk in an economy with new firms arrivals ⋮ Controlled Heterogeneous Collection: The Role of Occupation Numbers ⋮ Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes

Cites Work

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• On the unnormalized solution of the filtering problem with counting process observations
• Counting observations: A note on state estimation sensitivity with an \(L^1\)-bound
• Nonlinear filtering equation of a jump process with counting observations

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