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On the theory of markovian representation

Stochastic Filtering And Control

Part of the Lecture Notes in Mathematics book series (LNM,volume 695)

Keywords

  • Transition Operator
  • Minimal Representation
  • Isomorphism Theorem
  • Stochastic Realization
  • Markovian Representation

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References

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© 1978 Springer-Verlag

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Ruckebusch, G. (1978). On the theory of markovian representation. In: Kallianpur, G., Kölzow, D. (eds) Measure Theory Applications to Stochastic Analysis. Lecture Notes in Mathematics, vol 695. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062656

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  • DOI: https://doi.org/10.1007/BFb0062656

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09098-4

  • Online ISBN: 978-3-540-35556-4

  • eBook Packages: Springer Book Archive