Some Markovian Properties of Linear Differential Systems
Zhang, Jiangfeng ; Kwong, C. P.
Commun. Inf. Syst., Tome 05 (2005) no. 2, p. 423-432 / Harvested from Project Euclid
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In this paper we study the Markovian properties of a system of linear partial differential equations with constant coefficients as initiated by J.C. Willems. In particular, we prove that his conjecture on Markovianity is true if the characteristic variety of the system has dimension zero. For the case when the system is defined by a differential operator, we give conditions under which the conjecture is also valid.
Publié le : 2005-05-14
Classification:  Linear differential systems,  Markovianity,  characteristic variety 
@article{1175791031,
     author = {Zhang, Jiangfeng and Kwong, C. P.},
     title = {Some Markovian Properties of Linear Differential Systems},
     journal = {Commun. Inf. Syst.},
     volume = {05},
     number = {2},
     year = {2005},
     pages = { 423-432},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175791031}
}

Zhang, Jiangfeng; Kwong, C. P. Some Markovian Properties of Linear Differential Systems. Commun. Inf. Syst., Tome 05 (2005) no. 2, pp.  423-432. http://gdmltest.u-ga.fr/item/1175791031/