Backward representation for nonstationary Markov processes with finite state space (Q1329779): Difference between revisions
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Revision as of 02:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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