On Lévy's downcrossing theorem and various extensions
Bernard Maisonneuve (1981)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “Optimal state estimation of a Markov process from point process observations”
On Lévy's downcrossing theorem and various extensions
Statistical causality and adapted distribution
Ljiljana Petrović, Sladjana Dimitrijević (2011)
Czechoslovak Mathematical Journal
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In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we...
Two-parameter gaussian Markov processes and their recursive linear filtering
Hayri Korezlioglu (1979)
Annales scientifiques de l'Université de Clermont. Mathématiques
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A characterization of Markov solutions for stochastic differential equations with jumps
Anne Estrade (1997)
Séminaire de probabilités de Strasbourg
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On the reconstruction of a killed Markov process
Sadao Sato (1992)
Séminaire de probabilités de Strasbourg
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On Lévy processes conditioned to stay positive.
Chaumont, L., Doney, R.A. (2005)
Electronic Journal of Probability [electronic only]
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Alpha-stable branching and beta-coalescents.
Birkner, Matthias, Blath, Jochen, Capaldo, Marcella, Etheridge, Alison M., Möhle, Martin, Schweinsberg, Jason, Wakolbinger, Anton (2005)
Electronic Journal of Probability [electronic only]
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