scientific article

zbMath0527.60060MaRDI QIDQ3042110

Hayri Korezlioglu

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Girsanov theoremfactorization of the covariance operatorHilbert-Schmidt operator valued processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Brownian motion (60J65) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Stochastic integrals (60H05)

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