Markovianity of a subset of components of a Markov process (Q1603623)

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Markovianity of a subset of components of a Markov process
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    Markovianity of a subset of components of a Markov process (English)
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    15 July 2002
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    Markov process
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    stochastic realization
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    forward and backward representations
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    Gaussian Markov process
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    linear Itô stochastic differential equation
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