The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures

DOI10.1214/aoms/1177693332zbMath0246.60041OpenAlexW1969990243MaRDI QIDQ5658894

Thomas Kailath

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693332

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Foundations of stochastic processes (60G05)

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