Markovian extensions and reductions of a family of σ-algebras
In the first part of this paper different properties of two special realizations of a stochastic dynamic system, as well as relationships between the realization problem and a problem derived from it are investigated. In the second part, solutions of the following two problems (that follow directly...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
1984-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171284000582 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|