A Cameron-Martin type formula for general Gaussian processes--a filtering approach (Q4542934)
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scientific article; zbMATH DE number 1779733
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| English | A Cameron-Martin type formula for general Gaussian processes--a filtering approach |
scientific article; zbMATH DE number 1779733 |
Statements
A Cameron-Martin type formula for general Gaussian processes--a filtering approach (English)
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3 November 2002
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Gaussian process
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martingale
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optimal filtering
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filtering error
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Riccati-Volterra equation
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0.8116219639778137
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0.8113836646080017
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0.7619863152503967
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0.7556689977645874
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