Forward and backward semimartingale models for gaussian processes with stationary increments (Q3685763): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Smoothing algorithms for nonlinear finite-dimensional systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reverse-time diffusion equation models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introductory Approach to Duality in Optimal Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3905961 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5730397 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5727906 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Stochastic Realization Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a condition for minimality of Markovian splitting subspaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5552132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5587587 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian quasimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming Conditions for Partially Observable Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of stochastic integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4099504 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4405392 / rank
 
Normal rank

Latest revision as of 17:21, 14 June 2024

scientific article
Language Label Description Also known as
English
Forward and backward semimartingale models for gaussian processes with stationary increments
scientific article

    Statements

    Forward and backward semimartingale models for gaussian processes with stationary increments (English)
    0 references
    0 references
    0 references
    0 references
    1985
    0 references
    stationary increment process
    0 references
    forward semimartingale representation
    0 references
    stochastic realization
    0 references

    Identifiers