Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations
- 1 July 1984
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 17 (2) , 243-263
- https://doi.org/10.1016/0304-4149(84)90004-8
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic IntegralsTheory of Probability and Its Applications, 1976
- Stochastic Integrals Based on Martingales Taking Values in Hilbert SpaceNagoya Mathematical Journal, 1970
- Infinite-dimensional elliptic operators and parabolic equations connected with themRussian Mathematical Surveys, 1967