Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
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Cites work
- A Multi-Parameter Gaussian Process
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Multiple Wiener integral
- Non-anticipative representations of equivalent Gaussian processes
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Stochastic integrals in the plane
- Transformations of Wiener Integrals Under a General Class of Linear Transformations
- Volterra transformations of the Wiener measure on the space of continuous functions of two variables
Cited in
(6)- Nonlinear filtering equations for two-parameter semimartingales
- Gaussian random fields
- Stochastic equations of optimal nonlinear filtering of random fields
- Absolutely continuous change of measure in stochastic differential equations
- Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise
- Th�or�me de traces stochastiques et fonctionnelles multiplicatives pour des champs gaussiens markoviens d'ordre p
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