A likelihood ratio formula for two-dimensional random fields

DOI10.1109/TIT.1974.1055255MaRDI QIDQ4117181zbMATH OpenFDO

Authors Eugene Wong

Publication date 1974

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1974.1055255

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)

Cited in

(4)

• Differentiation formulas for stochastic integrals in the plane
• Changes of filtrations and of probability measures
• Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
• Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel

This page was built for publication: A likelihood ratio formula for two-dimensional random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4117181)