Analysis and estimation of the states of special jump Markov processes. I: Martingale representation

DOI10.1023/B:AURC.0000011689.11915.24zbMath1107.60051OpenAlexW2061851008MaRDI QIDQ1778954

Andrey V. Borisov

Publication date: 17 June 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:aurc.0000011689.11915.24

Mathematics Subject Classification ID

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Specific optimal estimation of special Markov jump processes ⋮ Analysis and filtration of special discrete-time Markov processes. I: Martingale representation

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