scientific article; zbMATH DE number 3653248

MaRDI QIDQ3852886zbMATH OpenFDO

Authors A. V. Balakrishnan

Publication date 1978

zbMATH Keywords

filteringGirsanov's theoremhomogeneous polynomials

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited in

(6)

• On the definition of a topology in Hilbert spaces with applications to the white noise theory
• Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
• On Radon-Nikodym derivatives of finitely-additive measures induced by nonlinear transformations on hilbert space
• Likelihood ratios for signals in additive white noise
• Likelihood ratios for signals in additive white noise
• Some recent developments in nonlinear filtering theory

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