1. Brémaud, P.: Point Processes and Queues. Springer, Berlin (1980)
2. Calzolari, A., Nappo, G.: The filtering problem in a model with grouped data and counting observation times. Preprint. http://www.mat.uniroma1.it/people/nappo/nappo.html (2001)
3. Ceci, C.: Risk minimizing hedging for a partial observed high frequency data model. Stochastics 78(1), 13–33 (2006)
4. Centanni, S., Minozzo, M., Tardelli, P.: A sequential Monte Carlo filter in a class of marked doubly stochastic Poisson processes. Atti del XXX Convegno della Associazione per la Matematica Applicata alle Scienze Economiche e Sociali (2006)
5. Progress in Probability;G.B. Di Masi,1995