Likelihood ratios and transformation of probability associated with two-parameter Wiener processes

DOI10.1007/BF00533084zbMath0349.60082MaRDI QIDQ4119923

Eugene Wong, Moshe Zakai

Publication date: 1977

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Brownian motion (60J65)

Related Items

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Cites Work

• Unnamed Item
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• A likelihood ratio formula for two-dimensional random fields
• Martingales and stochastic integrals for processes with a multi-dimensional parameter