A problem in the statistics of diffusion processes

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zbMath0412.62064MaRDI QIDQ1259882

Jürgen Gärtner

Publication date: 1977

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

large deviations random measures controlled diffusion processes distinguishing processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Random measures (60G57)

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