scientific article; zbMATH DE number 1409909

zbMATH Open0939.60043MaRDI QIDQ4940329FDOQ4940329

Authors: O. M. Deriyeva, Pavel S. Knopov 

Publication date: 2 March 2000

Title of this publication is not available (Why is that?)

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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)

Cited In (2)

• Multiparameter generalizations of the Dalang-Morton-Willinger theorem
• Generalized expected value of continuous random variables and its applications

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