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Filtering for two-parameter doubly stochastic Poisson measure

Published online by Cambridge University Press:  01 July 2016

G. Mazziotto  and
J. Szpirglas
G. Mazziotto
Affiliation:
(Centre National d'études des Télécommunications, Bagneux)
J. Szpirglas
Affiliation:
(Centre National d'études des Télécommunications, Bagneux)
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Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 294
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Cairoli, R. and Walsh, J. B. (1975) Stochastic integrals in the plane. Acta. Math. 134, 11–183.CrossRefGoogle Scholar
2. Korezlioglu, H., Mazziotto, G. and Szpirglas, J. (1978) Équations de filtrage non linéaire pour des processus à deux indices. C.R. Acad. Sci. Paris A 287, 891–893.Google Scholar
3. Snyder, D. L. (1972) Filtering and detection for doubly stochastic Poisson processes. IEEE Trans. Inf. Theory IT-18, 91–102.CrossRefGoogle Scholar
4. Wong, E. and Zakai, M. (1978) Differentiation formulas for stochastic integrals in the plane. Stoch. Proc. Appl. 6, 339–349.CrossRefGoogle Scholar