X: 01, 1-18, LNM 511 (1976)
BRÉMAUD, Pierre
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 theoryNature: Original
Retrieve article from Numdam
