Martingale problems for conditional distributions of Markov processes
DOI10.1214/EJP.V3-31zbMATH Open0907.60065OpenAlexW2033560084MaRDI QIDQ1269713FDOQ1269713
Authors: Thomas G. Kurtz 
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
Recommendations
filteringmartingale problempartial observationmeasure-valued processforward equationMarkov functionquasireversibility
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Exchangeability for stochastic processes (60G09)
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