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X: 01, 1-18, LNM 511 (1976)
La méthode des semi-martingales en filtrage quand l'observation est un processus ponctuel marqué (Martingale theory, Point processes)
This paper discusses martingale methods (as developed by Jacod, Z. für W-theorie, 31, 1975) in the filtering theory of point processes
Comment: The author has greatly developed this topic in his book Poisson Processes and Queues, Springer 1981
Keywords: Point processes, Previsible representation, Filtering theory
Nature: Original
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