A characterization of the kernels associated with the multiple integral representation of some functionals of the Wiener process (Q1836929)
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scientific article; zbMATH DE number 3798765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of the kernels associated with the multiple integral representation of some functionals of the Wiener process |
scientific article; zbMATH DE number 3798765 |
Statements
A characterization of the kernels associated with the multiple integral representation of some functionals of the Wiener process (English)
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1982
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Wiener functionals
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multiple Wiener integrals
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likelihood ratio
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additive noise model
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Radon-Nikodym derivative
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