Martingale problems for conditional distributions of Markov processes.

Kurtz, Thomas G.

Electronic Journal of Probability [electronic only] (1998)

  • Volume: 3, page 1-29
  • ISSN: 1083-589X

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Kurtz, Thomas G.. "Martingale problems for conditional distributions of Markov processes.." Electronic Journal of Probability [electronic only] 3 (1998): 1-29. <http://eudml.org/doc/119680>.

@article{Kurtz1998,
author = {Kurtz, Thomas G.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {partial observation; filtering; forward equation; martingale problem; Markov function; quasireversibility; measure-valued process},
language = {eng},
pages = {1-29},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Martingale problems for conditional distributions of Markov processes.},
url = {http://eudml.org/doc/119680},
volume = {3},
year = {1998},
}

TY - JOUR
AU - Kurtz, Thomas G.
TI - Martingale problems for conditional distributions of Markov processes.
JO - Electronic Journal of Probability [electronic only]
PY - 1998
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 3
SP - 1
EP - 29
LA - eng
KW - partial observation; filtering; forward equation; martingale problem; Markov function; quasireversibility; measure-valued process
UR - http://eudml.org/doc/119680
ER -

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