Optimal state estimation of a Markov process from point process observations
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications, Tome 96 (1991) no. 9, pp. 1-10. 
@article{ASCFPA_1991__96_9_1_0,
     author = {Tran Hung Thao},
     title = {Optimal state estimation of a {Markov} process from point process observations},
     journal = {Annales scientifiques de l'Universit\'e de Clermont-Ferrand 2. S\'erie Probabilit\'es et applications},
     pages = {1--10},
     publisher = {UER de Sciences exactes et naturelles de l'Universit\'e de Clermont},
     volume = {96},
     number = {9},
     year = {1991},
     mrnumber = {1164722},
     zbl = {0755.60035},
     language = {en},
     url = {http://archive.numdam.org/item/ASCFPA_1991__96_9_1_0/}
}
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Tran Hung Thao. Optimal state estimation of a Markov process from point process observations. Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications, Tome 96 (1991) no. 9, pp. 1-10. http://archive.numdam.org/item/ASCFPA_1991__96_9_1_0/

[1] Brémaud, P. Point Processes and Queues, Martingale Dynamic, Springer Series in Mathematics, Springer Verlag, 1980. | MR | Zbl

[2] Elliott, Robert J. Filtering and Control for Point Process Observations, Universität Konstanz Fakultät für Wirtschaftswissenschaften und Statistik, Research Report No 09 - 86 - 1, Nr 110/s, May 1988. | MR | Zbl

[3] Kunita, H. Asymptotic Behavior of the Nonlinear Filtering Errors of Markov Process. | Zbl

[4] Tran Hung Thao, Filtering from Point Process Observations, Preprint, Hanoi. 1986.