Concepedia

Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations

Wilfried Loges

Stochastic Processes and their Applications · 1984 · 30 citations · 8 references

DOI

Concepts

References

8

Statistical Inference for Markov Processes

Ronald Pyke, Patrick Billingsley · Technometrics · 1963 · 565 citations

, , +14

Statistical Inference for Markov Processes.

E. S. Keeping, Patrick Billingsley · American Mathematical Monthly · 1961 · 178 citations

, , +14

Infinite-dimensional elliptic operators and parabolic equations connected with them

Yu. L. Daletskiǐ · Russian Mathematical Surveys · 1967 · 102 citations

, , +16

Infinite-dimensional linear-systems theory

A. J. Pritchard · Proceedings of the Institution of Electrical Engineers · 1979 · 61 citations

, , +16

Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

Hiroshi Kunita · Nagoya Mathematical Journal · 1970 · 61 citations · Full text

, , +13