Martingale problems for conditional distributions of Markov processes

DOI10.1214/EJP.v3-31zbMath0907.60065OpenAlexW2033560084MaRDI QIDQ1269713

Thomas G. Kurtz

Publication date: 29 October 1998

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119680

zbMATH Keywords

filteringMarkov functionquasireversibilitymartingale problemmeasure-valued processpartial observationforward equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Exchangeability for stochastic processes (60G09)

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