Constructive Markov chains indexed by \(\mathbb Z\)

DOI10.1214/009117906000000430zbMath1123.60060arXiv0707.3860OpenAlexW1530352624MaRDI QIDQ2371952

Jean Brossard, Christophe Leuridan

Publication date: 9 July 2007

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

Full work available at URL: https://arxiv.org/abs/0707.3860

zbMATH Keywords

filtrationRecursive Markov chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory ⋮ Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past ⋮ A new characterization of endogeny

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• Foundations of Modern Probability
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