TY - JOUR
AU - Nappo, G.
AB - .  Let (Xt,Yt)be a pure jump Markov process, where Xttakes values in  \bf R and Ytis a counting process. We compare the filter of this system and a filter of a suitably modified system. We compute an explicit bound for the distance in the so-called bounded Lipschitz metric between the two filters. Finally we show how to use this bound to construct a discrete space approximation of the filter.
TI - Robust Approximation in a Filtering Problem with Real State Space and Counting Observations
JF - Applied Mathematics & Optimization
DO - 10.1007/s002450010002
DA - 2000-01-01
UR - https://www.deepdyve.com/lp/springer-journals/robust-approximation-in-a-filtering-problem-with-real-state-space-and-xdC068YZ20
SP - 51
EP - 71
VL - 42
IS - 1
DP - DeepDyve
ER -