Applied Mathematics and Computation · 2013 · 33 citations · 35 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesDiscrete-time Stochastic ProcessesJump ProcessesMarkov ChainsMarkov ProcessesState-space ModelsStochastic ControlErgodicity Of Jump ProcessesJump DiffusionsJump-diffusion ProcessesMarkov Jump ProcessesMarkov Jump SystemsSwitching State-space ModelsTransition ProbabilitiesTransition Probability Functions
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