Markovian extensions and reductions of a family of \(\sigma\)-algebras

DOI10.1155/S0161171284000582zbMath0554.60071MaRDI QIDQ760098

Jelena Bulatovic Gill

Publication date: 1984

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/45432

zbMATH Keywords

stochastic dynamic systemrealization problemequal predictabilityMarkovian family of \(\sigma \) -algebras

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Continuous-time Markov processes on general state spaces (60J25)

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Markovian extensions of a stochastic process

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