Optimal state estimation of a Markov process from point process observations
Tran Hung Thao (1991)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
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Displaying similar documents to “Statistical causality and adapted distribution”
Optimal state estimation of a Markov process from point process observations
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Andrei Frolov (2013)
Open Mathematics
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We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes. When these conditions fail the asymptotics are quite different.
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Séminaire de probabilités de Strasbourg
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