On the Chapman-Kolmogorov Equation

DOI10.1214/AOMS/1177704871zbMATH Open0108.15005OpenAlexW2033660931MaRDI QIDQ3844014FDOQ3844014

Authors: Jack I. Karush 

Publication date: 1961

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704871

zbMATH Keywords

probability theory

Cited In (2)

• Autoregressive model with partial forgetting within Rao-Blackwellized particle filter
• The value of the high, low and close in the estimation of Brownian motion

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