Filtering of continuous-time Markov chains with noise-free observation and applications

Confortola, Fulvia, Fuhrman, Marco . International Journal of Stochastic Modelling and Applications 2013. 85 (2) :216-251

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Bibtex

@article{CIS-268505,
  Author = {Confortola, Fulvia and Fuhrman, Marco},
  Title = {Filtering of continuous-time Markov chains with noise-free observation and applications},
  Journal = {International Journal of Stochastic Modelling and Applications},
  Volume = {85},
  Number = {2},
  Year = {2013},
  Pages = {216--251},
  Keywords = {Differencing, Nonlinear mixed models, covert decisions, Optimal stopping, Nonlinear filtering, piecewise-deterministic Markov processes}
}

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