Martingale methods in discrete state random processes

Petr Mandl

Kybernetika (1982)

  • Volume: 18, Issue: Suppl, page (1)-56
  • ISSN: 0023-5954

How to cite

top

Mandl, Petr. "Martingale methods in discrete state random processes." Kybernetika 18.Suppl (1982): (1)-56. <http://eudml.org/doc/27616>.

@article{Mandl1982,
author = {Mandl, Petr},
journal = {Kybernetika},
language = {eng},
number = {Suppl},
pages = {(1)-56},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Martingale methods in discrete state random processes},
url = {http://eudml.org/doc/27616},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Mandl, Petr
TI - Martingale methods in discrete state random processes
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - Suppl
SP - (1)
EP - 56
LA - eng
UR - http://eudml.org/doc/27616
ER -

References

top
  1. J. A. Bather, On the sequential construction of an optimal age replacement policy, Proc. 41st Session ISI, New Delhi 1977. (1977) MR0617579
  2. B. M. Brown, Martingale central limit theorems, Ann. Math. Statist. 42 (1971), 1, 59 -66. (1971) Zbl0218.60048MR0290428
  3. J. L. Doob, Stochastic Processes, John Wiley, New York-London 1953. (1953) Zbl0053.26802MR0058896
  4. R. S. Liptser A. N. Shiryayev, Statistics of Random Processes II - Applications, Springer - Verlag, New York-Heidelberg-Berlin 1978. (1978) MR0488267
  5. P. Mandl, On self-optimizing control of Markov processes, To appear in Mathematical Control Theory, Banach Center Publications, Warsaw 1983. (1983) MR0851236
  6. J. H. van Schuppen, Stochastic filtering theory: A discussion of concepts, methods, and results, In: Stochastic Control Theory and Stochastic Differential Systems (M. Kohlmann, W. Vogel, eds.), 209-226. Springer - Verlag, Berlin-Heidelberg-New York 1979. (1979) Zbl0411.93033MR0547473

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.