A characterization of the kernels associated with the multiple integral representation of some functional of the Wiener process

✍ Scribed by Eugene Wong; Moshe Zakai

• Publisher: Elsevier Science
• Year: 1982
• Tongue: English
• Weight: 315 KB
• Volume: 2
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(82)80017-0

✦ Synopsis

In this paper we present a characterization of those Wiener functionals that are the likelihood ratio for a 'signal plus independent noise' model. The characterization is expressed in terms of the representation of such functionals in a series of multiple Wiener integrals.