Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage

A New Approach to Linear Filtering and Prediction Problems

1960 • 28,714 citations

New Results in Linear Filtering and Prediction Theory

1961 • 6,182 citations

The Statistical Analysis of Series of Events

1966 • 1,421 citations

On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

1960 • 717 citations

On the optimal filtering of diffusion processes

1969 • 678 citations

On Square Integrable Martingales

1967 • 633 citations

Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

1975 • 612 citations

Limit theorems for sequences of jump Markov processes approximating ordinary differential processes

1971 • 570 citations

Stochastic integral

1944 • 494 citations

Capacités et processus stochastiques

1972 • 492 citations

Transformations of Weiner Integrals Under Translations

1944 • 386 citations

Stochastic differential equations for the non linear filtering problem

1972 • 380 citations

Diffusion processes with continuous coefficients, I

1969 • 373 citations

Completely random measures

1967 • 335 citations

Random point processes

1976 • 250 citations

Studies in the Theory of Random Processes.

1966 • 247 citations

The innovations approach to detection and estimation theory

1970 • 235 citations

Dynamic Programming Conditions for Partially Observable Stochastic Systems

1973 • 232 citations

On discontinuous additive functionals and Lévy measures of a Markov process

1964 • 220 citations

Quelques applications de la formule de changement de variables pour les semimartingales

1970 • 201 citations

Asymptotic behavior of the nonlinear filtering errors of Markov processes

1971 • 182 citations

The Modeling of Adaptive Routing in Data-Communication Networks

1977 • 162 citations

Integrability of expected increments of point processes and a related random change of scale

1972 • 160 citations

Martingales on Jump Processes. I: Representation Results

1975 • 154 citations

The Representation of Martingales of Jump Processes

1976 • 152 citations

The Identification of Point Process Systems

1975 • 140 citations

Optimal Control of Jump Processes

1977 • 131 citations

Regular point processes and their detection

1972 • 131 citations

A cluster process representation of a self-exciting process

1974 • 130 citations

Transformation of Local Martingales Under a Change of Law

1974 • 100 citations

Nonlinear filtering with counting observations

1975 • 96 citations

Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales

1976 • 94 citations

Poisson Point Processes Attached to Markov Processes

1972 • 89 citations

Introduction to the Theory of Queues

1963 • 67 citations

On Discontinuous Martingales

1975 • 64 citations

Recent progress in stochastic processes--A survey

1973 • 57 citations

Un th�or�me de repr�sentation pour les martingales discontinues

1976 • 54 citations

The statistical analysis of space-time point processes

1976 • 52 citations

A Minimum Principle for Controlled Jump Processes

1975 • 49 citations

Dynamic file assignment in a computer network

1976 • 45 citations

Radon-Nikodym Derivatives with Respect to Measures Induced by Discontinuous Independent-Increment Processes

1975 • 40 citations

Discrimination of Poisson Processes

1971 • 35 citations

Doubly stochastic Poisson processes and process control

1972 • 35 citations

Information processing for observed jump processes

1973 • 31 citations

Optimal control of a jump process

1977 • 28 citations

Optimal control of noisy finite-state Markov processes

1977 • 28 citations

An extension of watanabe's theorem of characterization of poisson processes over the positive real half line

1975 • 27 citations

Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres

1976 • 24 citations

The martingale theory of jump processes

1975 • 23 citations

On nonlinear filtering theory and absolute continuity of measures, corresponding to stochastic processes

1973 • 23 citations

Bang-bang controls of point processes

1976 • 19 citations

A Martingale Approach to Linear Recursive State Estimation

1972 • 17 citations

Controls optimal from time t onward and dynamic programming for systems of controlled jump processes

1976 • 15 citations

General stochastic processes in the theory of queues

1963 • 14 citations

A martingale approach to queues

1976 • 12 citations

A separation theorem for stochastic control problems with point-process observations

1977 • 12 citations

Sur les helices du flot special sous une fonction

1974 • 12 citations

Regular jump processes and their information processing

1974 • 12 citations

Some optimal control problems for queueing systems

1976 • 11 citations

Optimal dispatching of a poisson process

1969 • 11 citations

Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals

1974 • 9 citations

State estimation for partially observed jump processes

1978 • 7 citations

The structure of jump processes and related control problems

1976 • 7 citations

Estimation de l'État d'une file d'attente et du temps de panne d'une machine par la méthode de semi-martingales

1975 • 3 citations

Recursive integral equations for the detection of counting processes

1976 • 3 citations

Optimality for completely observed controlled jump processes

1977 • 2 citations