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Avtomatika i Telemekhanika, 2005, Issue 6, Pages 114–125 (Mi at1389)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Analysis and filtration of special discrete-time Markov processes. I. Martingale representation

A. V. Borisova, G. B. Millerb

a Institute for Problems of Informatics RAS, Moscow, Russia
b Moscow Aviation Institute
Full-text PDF (220 kB) Citations (1)
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Abstract: Part I is devoted to a class of discrete-time processes that are the generalization of Markov chains with a finite or denumerable number of states. Their transition probabilities, martingale representations in forward and backward time, the stochastic measures they generate are studied.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 18.10.2004
English version:
Automation and Remote Control, 2005, Volume 66, Issue 6, Pages 953–962
DOI: https://doi.org/10.1007/s10513-005-0138-6
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Borisov, G. B. Miller, “Analysis and filtration of special discrete-time Markov processes. I. Martingale representation”, Avtomat. i Telemekh., 2005, no. 6, 114–125; Autom. Remote Control, 66:6 (2005), 953–962
Citation in format AMSBIB
\Bibitem{BorMil05}
\by A.~V.~Borisov, G.~B.~Miller
\paper Analysis and filtration of special discrete-time Markov processes. I.~Martingale representation
\jour Avtomat. i Telemekh.
\yr 2005
\issue 6
\pages 114--125
\mathnet{http://mi.mathnet.ru/at1389}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2157578}
\zmath{https://zbmath.org/?q=an:1090.60060}
\transl
\jour Autom. Remote Control
\yr 2005
\vol 66
\issue 6
\pages 953--962
\crossref{https://doi.org/10.1007/s10513-005-0138-6}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-21644437061}
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  • https://www.mathnet.ru/eng/at1389
  • https://www.mathnet.ru/eng/at/y2005/i6/p114
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    Citing articles in Google Scholar: Russian citations, English citations
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