Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 175-184
Citer cet article
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/
@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},
year = {1978},
volume = {23},
number = {1},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a16/
%G ru
%F TVP_1978_23_1_a16
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.
