On two selected topics connected with stochastic systems theory

DOI10.1007/BF02106192zbMath0355.93010OpenAlexW2076752246MaRDI QIDQ1237753

Yu. A. Rozanov

Publication date: 1976

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02106192

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Minimal systems representations (93B20) Markov processes (60J99)

Related Items

On stochastic realization theory, Unnamed Item, On minimal splitting subspaces and markovian representations

Cites Work

• Unnamed Item
• Stochastic theory of minimal realization
• Markovian Representation of Stochastic Processes by Canonical Variables
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes