On the Markov property of a stochastic difference equation. Ferrante, M. & Nualart, D. Stochastic Processes and their Applications, 52(2):239--250, 1994.
On the Markov property of a stochastic difference equation [link]Paper  bibtex   
@article{Ferrante1994,
  added-at = {2008-04-22T14:25:45.000+0200},
  author = {Ferrante, Marco and Nualart, David},
  biburl = {http://www.bibsonomy.org/bibtex/2d5a25e1f0ab25e96cb2b6eea9dc97fe4/smicha},
  description = {Stochastic Processes and their Applications},
  interhash = {4f7595e960a59f48e0011b2398aaf00b},
  intrahash = {d5a25e1f0ab25e96cb2b6eea9dc97fe4},
  journal = {Stochastic Processes and their Applications},
  keywords = {imported},
  month = Aug,
  number = 2,
  pages = {239--250},
  timestamp = {2008-04-22T14:28:56.000+0200},
  title = {On the Markov property of a stochastic difference equation},
  url = {http://www.sciencedirect.com/science/article/B6V1B-45D9T7W-4/1/32424810a54321648059d65cb1decca1},
  volume = 52,
  year = 1994
}

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