The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
From MaRDI portal
Publication:5658894
DOI10.1214/aoms/1177693332zbMath0246.60041OpenAlexW1969990243MaRDI QIDQ5658894
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
Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Foundations of stochastic processes (60G05)
Related Items
Infinite-dimensional Wiener processes with drift, Random rotations of the Wiener path, Gaussian measures on linear spaces, A general fluctuation-response relation for noise variations and its application to driven hydrodynamic experiments, Average preserving variation processes in view of optimization, Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales, Locally most powerful sequential tests for stochastic processes, Filtration shrinkage, the structure of deflators, and failure of market completeness, Pre and post break parameter inference, [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales], State estimation for partially observed Markov chains, Gaussian channels and the optimal coding, Conditions for the Absolute Continuity of Two Diffusions, Transformations of the Brownian motion on a Riemannian symmetric space