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• W2128860070 abstract "Previous article Next article Martingales on Jump Processes. II: ApplicationsR. Boel, P. Varaiya, and E. WongR. Boel, P. Varaiya, and E. Wonghttps://doi.org/10.1137/0313064PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] C. Doléans-Dade and , P.-A. Meyer, Intégrales stochastiques par rapport aux martingales locales, Séminaire de Probabilités, IV (Univ. Strasbourg, 1968/69), Lecture Notes in Mathematics, Vol. 124. Springer, Berlin, 1970, 77–107, and New York MR0270425 (42:5313) 0211.21901 Google Scholar[2] C. Doléans-Dade, Quelques applications de la formule de changement de variables pour les semimartingales, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 16 (1970), 181–194 MR0283883 (44:1113) 0194.49104 CrossrefISIGoogle Scholar[3] Paul-André Meyer, Probabilités et potentiel, Publications de l'Institut de Mathématique de l'Université de Strasbourg, No. XIV. 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Nonlinear Estimation and Appl., San Diego, Calif., 1973 0348.60060 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and EstimationGrace X. Hu, David R. Kuipers, and Yong ZengSIAM/ASA Journal on Uncertainty Quantification, Vol. 6, No. 1 | 5 January 2018AbstractPDF (536 KB)Semimartingale Models of Stochastic Optimal Control, with Applications to Double MartingalesSIAM Journal on Control and Optimization, Vol. 18, No. 5 | 18 July 2006AbstractPDF (2252 KB)Existence of Optimal Controls for Stochastic Jump ProcessesSIAM Journal on Control and Optimization, Vol. 17, No. 4 | 18 July 2006AbstractPDF (1121 KB)The Capacity of a Channel of the Poisson TypeTheory of Probability & Its Applications, Vol. 23, No. 1 | 17 July 2006AbstractPDF (446 KB)On the Filtering of Semimartingales in Case of Observations of Point ProcessesTheory of Probability & Its Applications, Vol. 23, No. 1 | 17 July 2006AbstractPDF (1090 KB)Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale ApproachSIAM Journal on Applied Mathematics, Vol. 32, No. 3 | 1 August 2006AbstractPDF (1832 KB)Optimal Control of Jump ProcessesSIAM Journal on Control and Optimization, Vol. 15, No. 1 | 18 July 2006AbstractPDF (2539 KB)The Representation of Martingales of Jump ProcessesSIAM Journal on Control and Optimization, Vol. 14, No. 4 | 18 July 2006AbstractPDF (1151 KB)Martingales on Jump Processes. I: Representation ResultsSIAM Journal on Control, Vol. 13, No. 5 | 1 August 2006AbstractPDF (2100 KB) Volume 13, Issue 5| 1975SIAM Journal on Control History Submitted:21 December 1973Published online:01 August 2006 InformationCopyright © 1975 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0313064Article page range:pp. 1022-1061ISSN (print):0036-1402Publisher:Society for Industrial and Applied Mathematics" @default.
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