A characterization of the kernels associated with the multiple integral representation of some functionals of the Wiener process
type: Item
instance of: scholarly article
title: A characterization of the kernels associated with the multiple integral representation of some functionals of the Wiener process
zbMATH Open document ID: 0506.60039
DOI: 10.1016/S0167-6911(82)80017-0
author: Eugene Wong
author: Moshe Zakai
published in: Systems \& Control Letters
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 3798765
zbMATH Keywords: Wiener functionals
zbMATH Keywords: multiple Wiener integrals
zbMATH Keywords: likelihood ratio
zbMATH Keywords: additive noise model
zbMATH Keywords: Radon-Nikodym derivative
MaRDI profile type: Publication
cites work: Q3902267
cites work: Multiple Wiener integral
cites work: Q3931140
cites work: Q5845997
description: scientific article; zbMATH DE number 3798765