On the Markov property of a stochastic difference equation
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Publication:1338747
DOI10.1016/0304-4149(94)90027-2zbMath0811.60050MaRDI QIDQ1338747
Publication date: 19 April 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90027-2
conditionally independent; reciprocal Markov chain; two-point boundary condition stochastic difference system
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60H99: Stochastic analysis
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