Backward representation for nonstationary Markov processes with finite state space (Q1329779): Difference between revisions

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Backward representation for nonstationary Markov processes with finite state space
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    Backward representation for nonstationary Markov processes with finite state space (English)
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    20 September 1994
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    The authors consider the problem of time reversal for a nonstationary continuous-time Markov process with \(k\) states. The approach is strongly based on the backward representation of the Gaussian analog of the original Markov process.
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    forward and backward representations
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    square integrable martingales
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    time reversal
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    Markov process
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