Hidden Markov Chain Filtering for a Jump Diffusion Model (Q4678751)
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scientific article; zbMATH DE number 2171203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hidden Markov Chain Filtering for a Jump Diffusion Model |
scientific article; zbMATH DE number 2171203 |
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Hidden Markov Chain Filtering for a Jump Diffusion Model (English)
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23 May 2005
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Markov chain
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jump diffusion model
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filtering equations
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martingale
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reference probability
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