Geodesic
On the filtering of semi-martingales in case of observations of point processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 175-184

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{TVP_1978_23_1_a16,
     author = {D. J. Hadjiev},
     title = {On the filtering of semi-martingales in case of observations of point processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {175--184},
     publisher = {mathdoc},
     volume = {23},
     number = {1},
     year = {1978},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a16/}
}
TY  - JOUR
AU  - D. J. Hadjiev
TI  - On the filtering of semi-martingales in case of observations of point processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1978
SP  - 175
EP  - 184
VL  - 23
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a16/
LA  - ru
ID  - TVP_1978_23_1_a16
ER  - 
%0 Journal Article
%A D. J. Hadjiev
%T On the filtering of semi-martingales in case of observations of point processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1978
%P 175-184
%V 23
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a16/
%G ru
%F TVP_1978_23_1_a16
D. J. Hadjiev. On the filtering of semi-martingales in case of observations of point processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 175-184. http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a16/