Likelihood Ratio of Gaussian Globally Markovian Random Fields

DOI10.1137/1137035zbMath0787.62101OpenAlexW2081687315MaRDI QIDQ4007628

László Márkus

Publication date: 27 September 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1137035

zbMATH Keywords

Sobolev spacesGreen's functionsabsolute continuitywhite noisesgeneralised solutionslikelihood ratio formulageneralised Gaussian random fieldsstrictly elliptic positive differential operators

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) General theory of partial differential operators (47F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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The estimate of potential in stochastic Schrödinger's equation

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