Backward representation for nonstationary Markov processes with finite state space (Q1329779): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Giovanni B. Di Masi / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: V. Thangaraj / rank | |||
Normal rank | |||
Revision as of 08:39, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward representation for nonstationary Markov processes with finite state space |
scientific article |
Statements
Backward representation for nonstationary Markov processes with finite state space (English)
0 references
20 September 1994
0 references
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.
0 references
forward and backward representations
0 references
square integrable martingales
0 references
time reversal
0 references
Markov process
0 references
