JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION (Q4798964): Difference between revisions

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Latest revision as of 13:53, 5 June 2024

scientific article; zbMATH DE number 1882874
Language Label Description Also known as
English
JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION
scientific article; zbMATH DE number 1882874

    Statements

    JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION (English)
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    16 March 2003
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    Markov jump processes
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    filtering
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    martingale problems
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    numerical approximation
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    partial observations
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    rate of convergence
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