scientific article; zbMATH DE number 1409909

MaRDI QIDQ4940329zbMATH OpenFDO

Authors O. M. Deriyeva, Pavel S. Knopov

Publication date 2 March 2000

zbMATH Keywords

random fieldsGirsanov theoremnonlinear filteringtwo-parameter martingaleWiener field

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Diffusion processes (60J60) Brownian motion (60J65)

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