Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables
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Publication:4060205
DOI10.1007/BF00534964zbMath0304.60032MaRDI QIDQ4060205
Publication date: 1975
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
60H05: Stochastic integrals
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Cites Work
- The operator theory of the pseudo-inverse. I: Bounded operators, II: Unbounded operators with arbitrary range
- [https://portal.mardi4nfdi.de/wiki/Publication:4089599 Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques]
- A Martingale Approach to Linear Recursive State Estimation
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