State estimations for the Markov process driven by a point process

zbMath0549.60035MaRDI QIDQ800030

Tran Hung Thao

Publication date: 1984

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

innovations methodexistence and uniqueness problempoint process observationsquasi-filtering equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

This page was built for publication: State estimations for the Markov process driven by a point process