Sampling-reconstruction procedure with jitter of Markov continuous processes formed by stochastic differential equations of the first order

zbMATH Open1190.62175MaRDI QIDQ2380928FDOQ2380928

Authors: Vladimir A. Kazakov 

Publication date: 12 April 2010

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

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zbMATH Keywords

samplingjitterreconstructionerrorMarkov continuous process

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (5)

• Title not available (Why is that?)
• Digital two-channel organization of a continuous measure
• Sampling reconstruction of Markov processes with a finite number of states
• Title not available (Why is that?)
• Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states

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