Reverse-time Markov processes (Corresp.)

DOI10.1109/TIT.1986.1057154zbMath0592.60059MaRDI QIDQ3721541

Robert J. Elliott

Publication date: 1986

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

decomposition theoremsquasi-martingalereverse time process

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Stochastic integral equations (60H20)

Related Items (4)

Backward representation of Markov jump processes and related problems. I. Optimal linear estimation ⋮ \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters ⋮ A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows ⋮ Markov bridges and enlarged filtrations

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