A Cameron-Martin type formula for general Gaussian processes--a filtering approach (Q4542934)
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scientific article; zbMATH DE number 1779733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Cameron-Martin type formula for general Gaussian processes--a filtering approach |
scientific article; zbMATH DE number 1779733 |
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A Cameron-Martin type formula for general Gaussian processes--a filtering approach (English)
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3 November 2002
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Gaussian process
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martingale
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optimal filtering
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filtering error
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Riccati-Volterra equation
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