scientific article; zbMATH DE number 3897937

zbMATH Open0563.60041MaRDI QIDQ3676904FDOQ3676904

Robert J. Elliott

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Differentiation of stochastic functionalsexponential stochastic functional

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (4)

• A central limit theorem for singularly perturbed nonstationary finite state Markov chains
• Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application
• Reverse time differentiation and smoothing formulae for a finite state Markov process
• Title not available (Why is that?)

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