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The Extrapolation of Multidimensional Markov Processes from Incomplete Data - MaRDI portal

The Extrapolation of Multidimensional Markov Processes from Incomplete Data (Q5657451)

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scientific article; zbMATH DE number 3388334
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The Extrapolation of Multidimensional Markov Processes from Incomplete Data
scientific article; zbMATH DE number 3388334

    Statements

    title
    The Extrapolation of Multidimensional Markov Processes from Incomplete Data (English)
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    author
    Albert N. Shiryaev
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    Robert Sh. Liptser
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    publication date
    1968
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    Identifiers

    DOI
    10.1137/1113002
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    Mathematics Subject Classification ID
    60J60
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    60G25
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    60G15
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    zbMATH DE Number
    3388334
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    OpenAlex ID
    W1975150257
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