Accession Number | 000985709
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Author | Wong E. Zakai M.
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Institution | Dept. of Electrical Engng. & Computer Sci., Univ. of California, Berkeley, CA, USA.
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Title | Likelihood ratio formulas for the two-parameter Wiener process.
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Source | International Symposium on Information Theory. (Abstracts only received). IEEE. 1976, pp.130-1. New York, NY, USA.
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Date of Publication | 1976
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Country of Publication | USA.
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Conference Information | Ronneby, Sweden. IEEE. Union Radio Sci. Internat. 21-24 June 1976.
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Abstract | The authors derive a series of formulas for the likelihood ratio L(t/sub 1/,t/sub 2/)=E/sub 0/(dP/dP/sub 0/ mod X tau /sub 1/, tau /sub 2/),0[left angle bracket]or= tau /sub 1/[left angle bracket]or=t/sub 1/,0[left angle bracket]or= tau /sub 2/[left angle bracket]or=t/sub 2/) and in the process explicate the essential elements of the theory of martingales and stochastic calculus for two-parameter processes. (0 References).
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Abstract Number | B76047982; C76029080
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Subject Headings | Multivariable systems. Signal processing. White noise.
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Key Phrase Identifiers | likelihood ratio; martingales; stochastic calculus; two parameter Wiener process.
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Classification Codes | Signal processing and detection [B6140]; Information theory [C1260]; Multivariable control systems [C1340B]; Time-varying control systems [C1340G].
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Treatment | Theoretical or mathematical.
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Language | English.
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Publication Type | Conference Paper.
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Update Code | 197600.
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