scientific article; zbMATH DE number 3868304
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Publication:3334692
zbMATH Open0545.60003MaRDI QIDQ3334692FDOQ3334692
Authors: Eugene Wong, Bruce Hajek 
Publication date: 1985
Title of this publication is not available (Why is that?)
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random fieldsquadratic variationchange of measureschange of variables formulamultiparameter martingalespredictable processesisometric integrals
Random fields (60G60) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic systems and control (93Exx)
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- ROBUST FILTERING AND DETECTION OF AN INSURANCE MODEL
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- Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case
- Smooth random functions, random ODEs, and Gaussian processes
- Multiscale estimation of processes related to the fractional Black-Scholes equation
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