On a Formula From the Theory of Gaussian Measures and on the Estimation of Stochastic Integrals

DOI10.1137/1119090zbMath0319.62061OpenAlexW2075199624MaRDI QIDQ4082189

Yuri L. Daletskii, S. N. Paramonova

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1137/1119090

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes (62M99) Stochastic integrals (60H05)

Related Items (2)

Gaussian measures on linear spaces ⋮ Differentiable measures and the Malliavin calculus

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