# On partially observed jump diffusions I. The filtering equations

@inproceedings{Germ2022OnPO, title={On partially observed jump diffusions I. The filtering equations}, author={Fabian Germ and Istvan Gyongy}, year={2022} }

. This paper is the ﬁrst part of a series of papers on ﬁltering for partially observed jump diﬀusions satisfying a stochastic diﬀerential equation driven by Wiener processes and Poisson martingale measures. The coeﬃcients of the equation only satisfy appropriate growth conditions. Some results in ﬁltering theory of diﬀusion processes are extended to jump diﬀusions and equations for the time evolution of the conditional distribution and the unnormalised conditional distribution of the unobserved…

## One Citation

On partially observed jump diffusions II. The filtering density

- Mathematics
- 2022

Abstract. A partially observed jump diffusion Z “ pXt, YtqtPr0,T s given by a stochastic differential equation driven by Wiener processes and Poisson martingale measures is considered when the…

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