Nonlinear filtering equation of a jump process with counting observations

DOI10.1023/A:1010791014086zbMath0981.60081OpenAlexW168087534MaRDI QIDQ5946224

Anna Gerardi, Claudia Ceci

Publication date: 3 March 2002

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010791014086

zbMATH Keywords

filteringMarkov jump processes

Mathematics Subject Classification ID

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