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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 175–184 (Mi tvp3023)  
This article is cited in 6 scientific papers (total in 6 papers)

Short Communications

On the filtering of semi-martingales in case of observations of point processes

D. J. Hadjiev

Bulgaria
Full-text PDF (704 kB) Citations (6)
Abstract: Suppose one observes a multivariate point process. Using some properties and characteristics of the corresponding discrete random measure (1), a suitable representation for the optimal filter $\pi(Y)$ of the unobserved semi-martingale (3) is obtained.
Received: 12.03.1976
English version:
Theory of Probability and its Applications, 1978, Volume 23, Issue 1, Pages 169–178
DOI: https://doi.org/10.1137/1123017
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: D. J. Hadjiev, “On the filtering of semi-martingales in case of observations of point processes”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 175–184; Theory Probab. Appl., 23:1 (1978), 169–178
Citation in format AMSBIB
\Bibitem{Kha78}
\by D.~J.~Hadjiev
\paper On the filtering of semi-martingales in case of observations of point processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 1
\pages 175--184
\mathnet{http://mi.mathnet.ru/tvp3023}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=482981}
\zmath{https://zbmath.org/?q=an:0423.60042|0389.60029}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 23
\issue 1
\pages 169--178
\crossref{https://doi.org/10.1137/1123017}
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  • https://www.mathnet.ru/eng/tvp/v23/i1/p175
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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