On the Filtering of Semimartingales in Case of Observations of Point Processes

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Bibliographic Details
Published in:Theory of probability and its applications 1978-12, Vol.23 (1), p.169-178
Main Author: Hadjiev, D. I.
Format: Article
Language:English
Subjects:
Random variables
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ISSN:0040-585X
1095-7219
DOI:10.1137/1123017