State Analysis of Hidden Markov Models Governed by Special Jump Processes

DOI10.1137/S0040585X97982542MaRDI QIDQ5422356zbMATH OpenOpenAlexFDO

Authors Andrey V. Borisov

Publication date 19 October 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982542

zbMATH Keywords

Fokker-Planck-Kolmogorov equationhidden Markov modelMarkov jump processtransition probability

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Brownian motion (60J65) Special processes (60K99)

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