نتایج جستجو برای: continuous time markov chain

تعداد نتایج: 2344467  

Journal: :Stochastic Processes and their Applications 2010

Journal: :Transactions of the American Mathematical Society 1963

Journal: :Journal of Artificial Intelligence Research 2014

Journal: :Journal of Applied Probability 2002

Journal: :Journal of Mathematical Analysis and Applications 2010

Journal: :Journal of Applied Probability 2009

Journal: :Stochastics An International Journal of Probability and Stochastic Processes 2022

A continuous-time Markov process X can be conditioned to in a given state at fixed time T>0 using Doob's h-transform. This transform requires the typically intractable transition density of X. The effect h-transform described as introducing guiding force on process. Replacing this with an approximation defines wider class guided processes. For certain approximations law approximates – and is eq...

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