Likelihood ratios for diffusion processes with shifted mean values.
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- by T. S. Pitcher PDF
- Trans. Amer. Math. Soc. 101 (1961), 168-176 Request permission
References
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
- T. S. Pitcher, Likelihood ratios of Gaussian processes, Ark. Mat. 4 (1960), 35–44 (1960). MR 168013, DOI 10.1007/BF02591320
- R. H. Cameron, The translation pathology of Wiener space, Duke Math. J. 21 (1954), 623–627. MR 65033, DOI 10.1215/S0012-7094-54-02165-1
Additional Information
- © Copyright 1961 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 101 (1961), 168-176
- MSC: Primary 60.62
- DOI: https://doi.org/10.1090/S0002-9947-1961-0133897-3
- MathSciNet review: 0133897