Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
- 1 January 1977
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 40 (4) , 283-308
- https://doi.org/10.1007/bf00533084
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Weak Martingales and Stochastic Integrals in the PlaneThe Annals of Probability, 1976
- Stochastic integrals in the planeActa Mathematica, 1975
- A likelihood ratio formula for two-dimensional random fieldsIEEE Transactions on Information Theory, 1974
- Martingales and stochastic integrals for processes with a multi-dimensional parameterProbability Theory and Related Fields, 1974
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960