Markovianity of a subset of components of a Markov process (Q1603623): Difference between revisions
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Revision as of 10:24, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovianity of a subset of components of a Markov process |
scientific article |
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Markovianity of a subset of components of a Markov process (English)
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15 July 2002
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Markov process
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stochastic realization
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forward and backward representations
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Gaussian Markov process
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linear Itô stochastic differential equation
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