scientific article; zbMATH DE number 758219

MaRDI QIDQ4834134zbMATH OpenFDO

Authors Masuyuki Hitsuda

Publication date 7 August 1995

zbMATH Keywords

Brownian motionGaussian semimartingaleinnovation theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Brownian motion (60J65)

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