| Title:
|
Martingale methods in discrete state random processes (English) |
| Author:
|
Mandl, Petr |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
18 |
| Issue:
|
7 |
| Year:
|
1982 |
| Pages:
|
(1),3-56 |
| . |
| Category:
|
math |
| . |
| idMR:
|
MR679787 |
| . |
| Date available:
|
2009-09-24T17:31:35Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124461 |
| . |
| Reference:
|
[1] J. A. Bather: On the sequential construction of an optimal age replacement policy.Proc. 41st Session ISI, New Delhi 1977. MR 0617579 |
| Reference:
|
[2] B. M. Brown: Martingale central limit theorems.Ann. Math. Statist. 42 (1971), 1, 59 -66. Zbl 0218.60048, MR 0290428 |
| Reference:
|
[3] J. L. Doob: Stochastic Processes.John Wiley, New York-London 1953. Zbl 0053.26802, MR 0058896 |
| Reference:
|
[4] R. S. Liptser A. N. Shiryayev: Statistics of Random Processes II - Applications.Springer - Verlag, New York-Heidelberg-Berlin 1978. MR 0488267 |
| Reference:
|
[5] P. Mandl: On self-optimizing control of Markov processes.To appear in Mathematical Control Theory, Banach Center Publications, Warsaw 1983. MR 0851236 |
| Reference:
|
[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. Zbl 0411.93033, MR 0547473 |
| . |
