JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION (Q4798964)
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scientific article; zbMATH DE number 1882874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION |
scientific article; zbMATH DE number 1882874 |
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JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION (English)
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16 March 2003
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Markov jump processes
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filtering
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martingale problems
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numerical approximation
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partial observations
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rate of convergence
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