| Publication | Date of Publication | Type |
|---|
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
Probability Surveys | 2010-06-29 | Paper |
The Distribution Route from Ancestors to Descendants
| 2009-04-30 | Paper |
The Optimal Filtering of Markov Jump Processes in Additive White Noise
| 2009-04-19 | Paper |
Some covariance inequalities in Wiener space
Journal of Functional Analysis | 2009-02-10 | Paper |
On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Corrigendum to ``The Clark-Ocone formula for vector valued Wiener functionals [J. Funct. Anal. 229 (2005) 143-154]
Journal of Functional Analysis | 2008-04-22 | Paper |
Erratum: ``The divergence of Banach space valued random variables on Wiener space. Probab. Theory Relat. Fields 132, 291-321 (2005)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-04-03 | Paper |
Correction to "The divergence of Banach space valued random variables on Wiener space", Prob. Th. Rel. Fields 132, 291-320 (2005)
| 2007-10-24 | Paper |
Some relations between mutual information and estimation error in Wiener space
The Annals of Applied Probability | 2007-10-17 | Paper |
Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2007-08-17 | Paper |
The invertibility of adapted perturbations of identity on the Wiener space
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-08-14 | Paper |
The Clark-Ocone formula for vector valued Wiener functionals
Journal of Functional Analysis | 2005-12-22 | Paper |
The divergence of Banach space valued random variables on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-06-06 | Paper |
scientific article; zbMATH DE number 2149885 (Why is no real title available?)
| 2005-03-30 | Paper |
scientific article; zbMATH DE number 2134061 (Why is no real title available?)
| 2005-02-15 | Paper |
The Clark-Ocone formula for vector valued random variables in abstract Wiener space
| 2004-09-23 | Paper |
Tangent processes on Wiener space
Journal of Functional Analysis | 2002-09-08 | Paper |
Some Ergodic Theorems for Random Rotations on Wiener Space
| 2001-10-16 | Paper |
Ergodicité des rotations sur l'espace de Wiener
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-03-07 | Paper |
On the uniform integrability of the Radon-Nikodym densities for Wiener measure
Journal of Functional Analysis | 2001-01-02 | Paper |
Embedding the abstract Wiener space in a probability space
Journal of Functional Analysis | 2000-08-28 | Paper |
scientific article; zbMATH DE number 1304741 (Why is no real title available?)
| 2000-06-07 | Paper |
Transformation of measure on Wiener space
| 2000-01-01 | Paper |
scientific article; zbMATH DE number 1380631 (Why is no real title available?)
| 1999-12-19 | Paper |
scientific article; zbMATH DE number 1241995 (Why is no real title available?)
| 1999-10-14 | Paper |
The Sard inequality on Wiener space
Journal of Functional Analysis | 1998-04-01 | Paper |
scientific article; zbMATH DE number 1066386 (Why is no real title available?)
| 1998-03-24 | Paper |
scientific article; zbMATH DE number 1047450 (Why is no real title available?)
| 1997-08-11 | Paper |
Degree theory on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-07-23 | Paper |
The construction of filtrations on abstract Wiener space
Journal of Functional Analysis | 1997-04-09 | Paper |
Measures induced on Wiener space by monotone shifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-12-16 | Paper |
scientific article; zbMATH DE number 850221 (Why is no real title available?)
| 1996-09-16 | Paper |
scientific article; zbMATH DE number 774060 (Why is no real title available?)
| 1996-08-13 | Paper |
Random rotations of the Wiener path
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-02-13 | Paper |
scientific article; zbMATH DE number 708766 (Why is no real title available?)
| 1995-02-16 | Paper |
Transformation of the Wiener measure under non-invertible shifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-11-21 | Paper |
Applications of the degree theorem to absolute continuity on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-15 | Paper |
Erratum: On the Optimal Tracking Problem
SIAM Journal on Control and Optimization | 1994-08-14 | Paper |
The composition of Wiener functionals with non absolutely continuous shifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-14 | Paper |
scientific article; zbMATH DE number 559094 (Why is no real title available?)
| 1994-04-28 | Paper |
scientific article; zbMATH DE number 446486 (Why is no real title available?)
| 1993-12-12 | Paper |
scientific article; zbMATH DE number 432960 (Why is no real title available?)
| 1993-12-09 | Paper |
Worthy martingales and integrators
Statistics \& Probability Letters | 1993-05-16 | Paper |
Transformation of Wiener measure under anticipative flows
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1993-03-22 | Paper |
When does the Ramer formula look like the Girsanov formula?
The Annals of Probability | 1993-01-17 | Paper |
On the Optimal Tracking Problem
SIAM Journal on Control and Optimization | 1992-06-28 | Paper |
scientific article; zbMATH DE number 18229 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 18235 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 15791 (Why is no real title available?)
| 1992-06-25 | Paper |
On the structure of independence on Wiener space
Journal of Functional Analysis | 1992-06-25 | Paper |
scientific article; zbMATH DE number 4192797 (Why is no real title available?)
| 1991-01-01 | Paper |
Some relations among classes of \(\sigma\)-fields on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
On the relations between increasing functions associated with two- parameter continuous martingales
Stochastic Processes and their Applications | 1990-01-01 | Paper |
Multiple Wiener-Ito integrals possessing a continuous extension
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
Stochastic integration, trace and the skeleton of wiener functionals
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4102216 (Why is no real title available?)
| 1990-01-01 | Paper |
On the relation between the Stratonovich and Ogawa integrals
The Annals of Probability | 1989-01-01 | Paper |
On independence and conditioning on Wiener space
The Annals of Probability | 1989-01-01 | Paper |
Isotropic Gauss-Markov currents
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
Generalized Brownian functionals and the solution to a stochastic partial differential equation
Journal of Functional Analysis | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4135140 (Why is no real title available?)
| 1989-01-01 | Paper |
On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
Stochastics | 1988-01-01 | Paper |
Generalized multiple stochastic integrals and the representation of wiener functionals
Stochastics | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4061126 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4042974 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4064177 (Why is no real title available?)
| 1988-01-01 | Paper |
Multiparameter martingale differential forms
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
Stopping a two parameter weak martingale
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
Some classes of global Cramér-Rao bounds
The Annals of Statistics | 1987-01-01 | Paper |
Generalized stochastic integrals and the Malliavin calculus
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
Bimeasures and measures induced by planar stochastic integrators
Journal of Multivariate Analysis | 1986-01-01 | Paper |
The Malliavin calculus
Acta Applicandae Mathematicae | 1985-01-01 | Paper |
Malliavin derivatives and derivatives of functionals of the Wiener process with respect to a scale parameter
The Annals of Probability | 1985-01-01 | Paper |
Markov processes on the plane
Stochastics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3816752 (Why is no real title available?)
| 1982-01-01 | Paper |
Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)
IEEE Transactions on Information Theory | 1982-01-01 | Paper |
A characterization of the kernels associated with the multiple integral representation of some functionals of the Wiener process
Systems \& Control Letters | 1982-01-01 | Paper |
On lower bounds for the nonlinear filtering problem (Corresp.)
IEEE Transactions on Information Theory | 1981-01-01 | Paper |
Some classes of two-parameter martingales
The Annals of Probability | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3809441 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3718274 (Why is no real title available?)
| 1981-01-01 | Paper |
Predictable and dual predictable projections of two-parameter stochastic processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3707509 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3637053 (Why is no real title available?)
| 1978-01-01 | Paper |
Differentiation formulas for stochastic integrals in the plane
Stochastic Processes and their Applications | 1978-01-01 | Paper |
An extension of stochastic integrals in the plane
The Annals of Probability | 1977-01-01 | Paper |
The sample function continuity of stochastic integrals in the plane
The Annals of Probability | 1977-01-01 | Paper |
Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
Weak martingales and stochastic integrals in the plane
The Annals of Probability | 1976-01-01 | Paper |
A lower bound on the estimation error for certain diffusion processes
IEEE Transactions on Information Theory | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3559440 (Why is no real title available?)
| 1975-01-01 | Paper |
A lower bound on the estimation error for Markov processes
IEEE Transactions on Automatic Control | 1975-01-01 | Paper |
Improved Lower Bounds on Signal Parameter Estimation
IEEE Transactions on Information Theory | 1975-01-01 | Paper |
On the<tex>epsilon</tex>-entropy and the rate-distortion function of certain non-Gaussian processes
IEEE Transactions on Information Theory | 1974-01-01 | Paper |
Martingales and stochastic integrals for processes with a multi-dimensional parameter
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1974-01-01 | Paper |
Bounds on the<tex>epsilon</tex>-entropy of Wiener and<tex>RC</tex>processes (Corresp.)
IEEE Transactions on Information Theory | 1973-01-01 | Paper |
On functionals satisfying a data-processing theorem
IEEE Transactions on Information Theory | 1973-01-01 | Paper |
Lower and upper bounds on the optimal filtering error of certain diffusion processes
IEEE Transactions on Information Theory | 1972-01-01 | Paper |
scientific article; zbMATH DE number 3513616 (Why is no real title available?)
| 1971-01-01 | Paper |
Mutual information of the white Gaussian channel with and without feedback
IEEE Transactions on Information Theory | 1971-01-01 | Paper |
Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure
Annals of Mathematical Statistics | 1971-01-01 | Paper |
Capacity of a continuous memoryless channel with feedback
IEEE Transactions on Information Theory | 1971-01-01 | Paper |
On Nonnegative Solutions of the Equation $AD + DA' = - C$
SIAM Journal on Applied Mathematics | 1970-01-01 | Paper |
Stationary probability measures for linear differential equations driven by white noise
Journal of Differential Equations | 1970-01-01 | Paper |
Some lower bounds on signal parameter estimation
IEEE Transactions on Information Theory | 1969-01-01 | Paper |
On the optimal filtering of diffusion processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1969-01-01 | Paper |
On the threshold effect in radar range estimation (Corresp.)
IEEE Transactions on Information Theory | 1969-01-01 | Paper |
A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
SIAM Journal on Control | 1969-01-01 | Paper |
Riemann-Stieltjes approximations of stochastic integrals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1969-01-01 | Paper |
On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations
SIAM Journal on Control | 1967-01-01 | Paper |
Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations
Israel Journal of Mathematics | 1967-01-01 | Paper |
On the Convergence of Ordinary Integrals to Stochastic Integrals
Annals of Mathematical Statistics | 1965-01-01 | Paper |
On the relation between ordinary and stochastic differential equations
International Journal of Engineering Science | 1965-01-01 | Paper |
Band-limited functions and the sampling theorem
Information and Control | 1965-01-01 | Paper |
The oscillation of stochastic integrals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1965-01-01 | Paper |
General error criteria (Corresp.)
IEEE Transactions on Information Theory | 1964-01-01 | Paper |
Correction to 'Second-Order Properties of the Pre-Envelope Processes'
IRE Transactions on Information Theory | 1962-01-01 | Paper |
A class of definitions of “duration” (or “uncertainty”) and the associated uncertainty relations
Information and Control | 1960-01-01 | Paper |
