Within and beyond the reach of Brownian innovation

zbMath0907.60053MaRDI QIDQ1126823

B. S. Tsirel'son

Publication date: 5 August 1998

Published in: Documenta Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227669

zbMATH Keywords

filtrationinnovation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) General theory of stochastic processes (60G07)

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