Filtering of a branching process given its split times

Journal of Applied Probability

Volumn 34, Issue 3, 1997, Pages 565-574

  Ceci, Claudia ^a   Gerardi, Anna ^a  

^a NONE

Author keywords

Branching processes; Filtering; Marked trees

Indexed keywords

PROBLEM SOLVING; TREES (MATHEMATICS);

BRANCHING PROCESS; MARKED TREES;

RANDOM PROCESSES;

EID: 0031222402     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S002190020010124X     Document Type: Article

References (8)

1. ATHREYA, K. B. AND NEY, P. E. (1972) Branching Processes. Springer, Berlin.
2. BRÉMAUD, P. (1980) Point Processes and Queues. Springer, Berlin.
3. CALZOLARI, A. AND NAPPO, G. (1997) A filtering problem with counting observation: approximation with error bounds. Stock. Rep. to appear.
4. CECI, C., GERARDI, A. AND MAZLIAK, L. (1996) Some results about stopping times on the marked tree space. Theory Prob. Appl. 41, 578-590.
5. CECI, C. AND MAZLIAK, L. (1992) Une propriété forte de branchements. C. R. Acad. Sci. Paris 315, 851-853.
6. CECI, C. AND MAZLIAK, L. (1994) Controlled trees. Rebrape 8, 93-105.
7. CHAUVIN, B. (1991) Product martingales and stopping lines for branching Brownian motion. Ann. Prob. 19, 1195-1205.
8. NEVEU, J. (1986) Arbres et processus de Galton-Watson. Ann. Inst. H. Poincaré Prob. Statist. 22, 199-207.