On Radon-Nikodym derivatives of finitely-additive measures induced by nonlinear transformations on hilbert space
DOI10.1016/0362-546X(93)90114-8zbMath0820.60026OpenAlexW2135416939MaRDI QIDQ4291622
Arunabha Bagchi, Ravi R. Mazumdar
Publication date: 11 September 1995
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0362-546x(93)90114-8
finitely additive measurescountably additive probabilitycylindrical probabilitycomputation of Radon-Nikodym derivativesdetection and filteringWiener white noise
Probability measures on topological spaces (60B05) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Continuity and singularity of induced measures (60G30)
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