On the Chapman-Kolmogorov Equation

DOI10.1214/AOMS/1177704871MaRDI QIDQ3844014zbMATH OpenOpenAlexFDO

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

This page was built for publication: On the Chapman-Kolmogorov Equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3844014)