Calculus for Cramér-Hida Processes

Antonio F. Gualtierotti
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Antonio F. Gualtierotti: University of Lausanne, HEC and IDHEAP

Chapter Chapter 11 in Detection of Random Signals in Dependent Gaussian Noise, 2015, pp 851-901 from Springer

Abstract: Abstract One shall find below the stochastic calculus results required to state, and prove, a Girsanov’s formula tailored to the Cramér-Hida representation.

Keywords: Hilbert Space; Linear Operator; Real Hilbert Space; Separable Hilbert Space; Quadratic Variation (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-22315-5_11

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DOI: 10.1007/978-3-319-22315-5_11

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