scientific article; zbMATH DE number 2134056

zbMATH Open1054.60511MaRDI QIDQ3159196FDOQ3159196

Authors: M. Viot, Marina Kleptsyna, Alain Le Breton 

Publication date: 15 February 2005

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (4)

• Some properties of matrix-variate Laplace transforms and matrix-variate Whittaker functions
• A Cameron-Martin type formula for general Gaussian processes--a filtering approach
• Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
• On maximum likelihood estimation of the drift matrix of a degenerated O-U process

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