A predictive view of continuous time processes

DOI10.1214/AOP/1176996302zbMATH Open0317.60018OpenAlexW2075198943MaRDI QIDQ1221978FDOQ1221978

Authors: Frank B. Knight 

Publication date: 1975

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996302

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Cited In (11)

• Regenerative block empirical likelihood for Markov chains
• All adapted topologies are equal
• Systems weakened by failures
• Properties of the statistical complexity functional and partially deterministic HMMs
• Dynamics of Bayesian updating with dependent data and misspecified models
• Convergence in distribution and Skorokhod convergence for the general theory of processes
• Patterns in random walks and Brownian motion
• The computational structure of spike trains
• Dynamics of multivariate default system in random environment
• Nonhomogeneous Markov processes
• Adapted Probability Distributions

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