Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field

DOI10.1016/0304-4149(89)90078-1zbMath0684.62058MaRDI QIDQ1825571

Roman Różański

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90078-1

zbMATH Keywords

stochastic integration; drift coefficient; sequential plans; diffusion random field; Markov stopping set; Wiener random fields

Mathematics Subject Classification ID

60G60: Random fields

62M05: Markov processes: estimation; hidden Markov models

62M99: Inference from stochastic processes

60H05: Stochastic integrals

62L12: Sequential estimation

Related Items

On Estimation of the Mean and Covariance Parameter for Gaussian Random Fields, Estimation in Discretely Observed Diffusions Killed at a Threshold, Random stopping sets in a sequential analysis of random measures and fields

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