Markovianity of a subset of components of a Markov process (Q1603623): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovianity of a subset of components of a Markov process |
scientific article |
Statements
Markovianity of a subset of components of a Markov process (English)
0 references
15 July 2002
0 references
Markov process
0 references
stochastic realization
0 references
forward and backward representations
0 references
Gaussian Markov process
0 references
linear Itô stochastic differential equation
0 references
