Filtering of a Markov Jump Process with Counting Observations |
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| Authors: | C Ceci A Gerardi |
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| Institution: | (1) Dipartimento di Scienze, Università di Chieti, Italy , IT;(2) Dipartimento Ingegneria Elettrica, Università de L'Aquila, 67040 Poggio di Roio, L'Aquila, Italy, IT |
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| Abstract: | This paper concerns the filtering of an R
d
-valued Markov pure jump process when only the total number of jumps are observed. Strong and weak uniqueness for the solutions
of the filtering equations are discussed.
Accepted 12 November 1999 |
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| Keywords: | , Markov jump processes, Filtering, AMS Classification, Primary 60J75, 93E11, Secondary 60G55, 60G35, |
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