A characterization of the kernels associated with the multiple integral representation of some functionals of the Wiener process

DOI10.1016/S0167-6911(82)80017-0zbMath0506.60039MaRDI QIDQ1836929

Eugene Wong, Moshe Zakai

Publication date: 1982

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

likelihood ratioRadon-Nikodym derivativeWiener functionalsmultiple Wiener integralsadditive noise model

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Multiple Wiener integral
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