Representation of gaussian processes equivalent to a gaussian martingalet (Q3883229)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of gaussian processes equivalent to a gaussian martingalet |
scientific article |
Statements
Representation of gaussian processes equivalent to a gaussian martingalet (English)
0 references
1980
0 references
equivalence of induced measures
0 references
Gaussian martingales
0 references
theorem of Girsanov type
0 references
0 references
