Author of the publication

Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations

. Stochastic Processes and their Applications, 17 (2): 243--263 (July 1984)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

The Stationary Marginal Distribution of a Threshold AR(1) Process. Journal of Time Series Analysis, 25 (1): 103--125 (Jan 1, 2004)doi: 10.1111/j.1467-9892.2004.00339.x.Asymptotic statistical inference for a stochastic heat flow problem, and . Statistics & Probability Letters, 3 (4): 185--189 (July 1985)Note on parameter estimation for general non--linear time series models. Statistics, 18 (4): 587--590 (1987)Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations. Stochastic Processes and their Applications, 17 (2): 243--263 (July 1984)