Approximating a diffusion by a finite-state hidden Markov model (Q2360239)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating a diffusion by a finite-state hidden Markov model |
scientific article |
Statements
Approximating a diffusion by a finite-state hidden Markov model (English)
0 references
30 June 2017
0 references
Markov process
0 references
hidden Markov model
0 references
hypoelliptic diffusion
0 references
stochastic Lyapunov function
0 references
discrete spectrum
0 references
