scientific article

zbMath0415.62062MaRDI QIDQ3051269

A. V. Balakrishnan

Publication date: 1978

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

zbMATH Keywords

stochastic differential equationparameter estimationlikelihood ratioconditional expectationwhite noisedynamic systemsstochastic differential systemsinfinite-dimensional caseerror stochastic processfinitely additive Hilbert space measureRadon-Nikodym derivatives of weak distributionsstochastic signal process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Vector-valued set functions, measures and integrals (28B05)

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On factoring the polyvariance operator ⋮ Continuous versions of Radon-Nikodym derivatives as likelihood ratios ⋮ A new performance measure for stochastic optimization in Hilbert space ⋮ On the definition of a topology in Hilbert spaces with applications to the white noise theory

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