Markovian extensions of a stochastic process

DOI10.1016/J.SPL.2007.09.048zbMATH Open1140.60017OpenAlexW1993731165MaRDI QIDQ2483459FDOQ2483459

Authors: Ljiljana Petrović 

Publication date: 28 April 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.048

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zbMATH Keywords

Hilbert spaceminimalitysplittingMarkovian family

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Foundations of stochastic processes (60G05)

Cites Work

• Title not available (Why is that?)
• On the Stochastic Realization Problem
• Markovian extensions and reductions of a family of \(\sigma\)-algebras
• Title not available (Why is that?)
• On Markov Extensions of a Random Process

Cited In (7)

• Statistical causality, martingale problems and local uniqueness
• Title not available (Why is that?)
• Intertwined Markov processes: the extended Chapman–Kolmogorov equation
• Title not available (Why is that?)
• Extension of stationary stochastic processes
• Multiplicative stochastic processes involving the time derivative of a Markov process
• Title not available (Why is that?)

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