Approximating a diffusion by a finite-state hidden Markov model (Q2360239)
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English | Approximating a diffusion by a finite-state hidden Markov model |
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Approximating a diffusion by a finite-state hidden Markov model (English)
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30 June 2017
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Markov process
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hidden Markov model
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hypoelliptic diffusion
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stochastic Lyapunov function
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discrete spectrum
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