POINT PROCESSES AND MARTINGALE - RECENT RESULTS ON MODELING AND FILTERING

被引：55

作者：

BREMAUD, P

JACOD, J

机构：

[1] UNIV PARIS 9, CEREMADE, F-75775 PARIS, FRANCE

[2] UNIV RENNES, F-35031 RENNES, FRANCE

来源：

ADVANCES IN APPLIED PROBABILITY | 1977年 / 9卷 / 02期

关键词：

D O I：

10.2307/1426391

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：362 / 416

页数：55

共 130 条

[1]

Aalen O. A., 1975, THESIS U CALIFORNIA

[2] MARTINGALE APPROACH TO LINEAR RECURSIVE STATE ESTIMATION [J].

BALAKRISHNAN, AV .

SIAM JOURNAL ON CONTROL, 1972, 10 (04) :754-766

[3]

BISMUT JM, 1975, CR ACAD SCI A MATH, V281, P767

[4] MARTINGALES ON JUMP PROCESSES .1. REPRESENTATION RESULTS [J].

BOEL, R ;

VARAIYA, P ;

WONG, E .

SIAM JOURNAL ON CONTROL, 1975, 13 (05) :999-1021

[5] BANG-BANG CONTROLS OF POINT PROCESSES [J].

BREMAUD, P .

ADVANCES IN APPLIED PROBABILITY, 1976, 8 (02) :385-394

[6] ESTIMATION OF STATE OF WAITING LINE AND BREAKDOWN TIME OF MACHINE USING SEMIMARTINGALE METHOD [J].

BREMAUD, P .

ADVANCES IN APPLIED PROBABILITY, 1975, 7 (04) :845-863

[7] EXTENSION OF WATANABES THEOREM OF CHARACTERIZATION OF POISSON PROCESSES OVER POSITIVE REAL HALF LINE [J].

BREMAUD, P .

JOURNAL OF APPLIED PROBABILITY, 1975, 12 (02) :396-399

[8] IDENTIFICATION OF POINT PROCESS SYSTEMS [J].

BRILLINGER, DR .

ANNALS OF PROBABILITY, 1975, 3 (06) :909-924

[9] DISCRIMINATION OF POISSON PROCESSES [J].

BROWN, M .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (02) :773-&

[10] Transformations of Wiener integrals under translations [J].

Cameron, RH ;

Martin, WT .

ANNALS OF MATHEMATICS, 1944, 45 :386-396

← 1 2 3 4 5 6 7 8 9 10 →