Markovianity of a subset of components of a Markov process (Q1603623)
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scientific article; zbMATH DE number 1767842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovianity of a subset of components of a Markov process |
scientific article; zbMATH DE number 1767842 |
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Markovianity of a subset of components of a Markov process (English)
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15 July 2002
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Markov process
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stochastic realization
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forward and backward representations
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Gaussian Markov process
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linear Itô stochastic differential equation
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