JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION (Q4798964)
From MaRDI portal
scientific article; zbMATH DE number 1882874
Language | Label | Description | Also known as |
---|---|---|---|
English | JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION |
scientific article; zbMATH DE number 1882874 |
Statements
JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION (English)
0 references
16 March 2003
0 references
Markov jump processes
0 references
filtering
0 references
martingale problems
0 references
numerical approximation
0 references
partial observations
0 references
rate of convergence
0 references
0 references
0 references
0 references