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Accession Number000985709
AuthorWong E. Zakai M.
InstitutionDept. of Electrical Engng. & Computer Sci., Univ. of California, Berkeley, CA, USA.
TitleLikelihood ratio formulas for the two-parameter Wiener process.
SourceInternational Symposium on Information Theory. (Abstracts only received). IEEE. 1976, pp.130-1. New York, NY, USA.
Date of Publication1976
Country of PublicationUSA.
Conference InformationRonneby, Sweden. IEEE. Union Radio Sci. Internat. 21-24 June 1976.
AbstractThe 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).
Abstract NumberB76047982; C76029080
Subject HeadingsMultivariable systems. Signal processing. White noise.
Key Phrase Identifierslikelihood ratio; martingales; stochastic calculus; two parameter Wiener process.
Classification CodesSignal processing and detection [B6140]; Information theory [C1260]; Multivariable control systems [C1340B]; Time-varying control systems [C1340G].
TreatmentTheoretical or mathematical.
Publication TypeConference Paper.
Update Code197600.

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