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Square Integrable Martingales and Structure of the Functionals on a Wiener Process

Overview of attention for chapter in “Statistics of Random Processes”
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Chapter title
Square Integrable Martingales and Structure of the Functionals on a Wiener Process
Chapter number 6
Book title
Statistics of Random Processes
Published by
Springer, Berlin, Heidelberg, January 2001
DOI 10.1007/978-3-662-13043-8_6
Book ISBNs
978-3-64-208366-2, 978-3-66-213043-8
Authors

Robert S. Liptser, Albert N. Shiryaev