A note on a probabilistic decomposition of linear delta modulator of a Wiener process

DOI10.5186/aasfm.1988.1312zbMath0715.60055OpenAlexW2315384506MaRDI QIDQ3201175

Timo Koski

Publication date: 1988

Published in: Annales Academiae Scientiarum Fennicae. Series A. I. Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5186/aasfm.1988.1312

zbMATH Keywords

Wiener processMalliavin's calculusdelta modulationprobabilistic decomposition

Mathematics Subject Classification ID

Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic systems in control theory (general) (93E03)

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