Markovian extensions of a stochastic process

DOI10.1016/J.SPL.2007.09.048MaRDI QIDQ2483459zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Hilbert spaceminimalitysplittingMarkovian family

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3785894 (Why is no real title available?)
• scientific article; zbMATH DE number 3795812 (Why is no real title available?)
• Markovian extensions and reductions of a family of -algebras
• On Markov Extensions of a Random Process
• On the Stochastic Realization Problem

Cited in

(7)

• Statistical causality, martingale problems and local uniqueness
• scientific article; zbMATH DE number 1505439 (Why is no real title available?)
• Intertwined Markov processes: the extended Chapman–Kolmogorov equation
• Extension of stationary stochastic processes
• scientific article; zbMATH DE number 1537472 (Why is no real title available?)
• Multiplicative stochastic processes involving the time derivative of a Markov process
• scientific article; zbMATH DE number 4094503 (Why is no real title available?)

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