Martingale problems for conditional distributions of Markov processes
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Publication:1269713
DOI10.1214/EJP.v3-31zbMath0907.60065OpenAlexW2033560084MaRDI QIDQ1269713
Publication date: 29 October 1998
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/119680
filteringMarkov functionquasireversibilitymartingale problemmeasure-valued processpartial observationforward equation
Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Exchangeability for stochastic processes (60G09)
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