Evolution equations for Markov processes: Application to the white-noise theory of filtering
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF01215995.pdf
Reference14 articles.
1. Bhatt AG, Karandikar, RL (to appear) Invariant measures and evolution equations for Markov processes characterized via martingale problems. Ann Probab
2. Bhatt AG, Karandikar RL (1993) Weak convergence to a Markov process: the martingale approach. Probab Theory Related Fields 96:335?351
3. Echeverria PE (1982) A criterion for invariant measures of Markov processes. Z Wahrsch Verw Gebiete 61:1?16
4. Ethier SN and Kurtz TG (1986) Markov Processes: Characterization and Convergence. Wiley, New York
5. Jacod J (1979) Calcul Stochastique et problèmes de martingales. Lecture Notes in Mathematics, Vol 714, Springer-Verlag, Berlin
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