Statistical experiments in a balanced Markov random environment

DOI10.1007/S10559-015-9769-YzbMath1335.39029OpenAlexW2342143991MaRDI QIDQ904430

N. E. Zubov

Publication date: 13 January 2016

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-015-9769-y

zbMATH Keywords

stochastic difference equationsstatistical experimentdiffusion coefficient of a stochastic componentguiding parameter of the regression function of incrementsMarkov random environmentOrnstein-Uhlenbeck-type diffusion process

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60) Stochastic difference equations (39A50)

Cites Work

• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
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