Markovianity of a subset of components of a Markov process (Q1603623)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovianity of a subset of components of a Markov process |
scientific article |
Statements
Markovianity of a subset of components of a Markov process (English)
0 references
15 July 2002
0 references
Markov process
0 references
stochastic realization
0 references
forward and backward representations
0 references
Gaussian Markov process
0 references
linear Itô stochastic differential equation
0 references
0 references
