Hidden Markov Chain Filtering for a Jump Diffusion Model (Q4678751): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:52, 5 March 2024
scientific article; zbMATH DE number 2171203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hidden Markov Chain Filtering for a Jump Diffusion Model |
scientific article; zbMATH DE number 2171203 |
Statements
Hidden Markov Chain Filtering for a Jump Diffusion Model (English)
0 references
23 May 2005
0 references
Markov chain
0 references
jump diffusion model
0 references
filtering equations
0 references
martingale
0 references
reference probability
0 references
