Canonical representation of a~Gaussian semimartingale and the innovation
Informatics and Automation, Statistics and control of stochastic processes, Tome 202 (1993), pp. 296-302
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@article{TRSPY_1993_202_a18,
author = {M. Hitsuda},
title = {Canonical representation of {a~Gaussian} semimartingale and the innovation},
journal = {Informatics and Automation},
pages = {296--302},
publisher = {mathdoc},
volume = {202},
year = {1993},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TRSPY_1993_202_a18/}
}
M. Hitsuda. Canonical representation of a~Gaussian semimartingale and the innovation. Informatics and Automation, Statistics and control of stochastic processes, Tome 202 (1993), pp. 296-302. http://geodesic.mathdoc.fr/item/TRSPY_1993_202_a18/