Martingales on Jump Processes. II: Applications
- 1 August 1975
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 13 (5) , 1022-1061
- https://doi.org/10.1137/0313064
Abstract
No abstract availableThis publication has 18 references indexed in Scilit:
- Dynamic Programming Conditions for Partially Observable Stochastic SystemsSIAM Journal on Control, 1973
- Information processing for observed jump processesInformation and Control, 1973
- Regular point processes and their detectionIEEE Transactions on Information Theory, 1972
- Smoothing for doubly stochastic Poisson processesIEEE Transactions on Information Theory, 1972
- Estimation and detection of weak optical signalsIEEE Transactions on Information Theory, 1972
- On the Solutions of a Stochastic Control SystemSIAM Journal on Control, 1971
- Square integrable martingales, a surveyPublished by Springer Nature ,1971
- On the Absolute Continuity of MeasuresThe Annals of Mathematical Statistics, 1970
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960
- On stochastic set functions. IActa Mathematica Hungarica, 1956