Filtering of a Markov jump process with counting observations

Applied Mathematics and Optimization

Volumn 42, Issue 1, 2000, Pages 1-18

  Ceci, C ^b   Gerardi, A ^a  

^a UNIVERSITY OF L'AQUILA   (Italy)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

INTEGRAL EQUATIONS; MATHEMATICAL OPERATORS; PROBLEM SOLVING; SET THEORY; THEOREM PROVING;

MARKOV JUMP PROCESS;

MARKOV PROCESSES;

EID: 0033698853     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. Brémaud P (1980) Point Processes and Queues. Springer-Verlag, New York
2. Ceci C, Gerardi A (1997) Filtering of a branching process given its split times. J Appl Probab 34(3):565-574
3. Ceci C, Gerardi A (1998) Optimal Control of the reproduction law of a branching process. Acta Appl Math 55(1):27-50
4. Ethier S, Kurtz TG (1986) Markov Processes: Characterization and Convergence, Wiley, New York
5. Jacod J (1975) Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales. Z Wahrsch Verw Gebiete 31:235-253
6. Kliemann W, Koch G, Marchetti F (1990) On the unnormalized solution of the filtering problem with counting process observations. IEEE Trans Inform Theory 36(6):1415-1425
7. Kurtz TG, Ocone D (1988) Unique characterization of conditional distributions in nonlinear filtering Ann Probab 16(1):80-107