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- W2080641318 abstract "The detection problem for the model signal-plus-noise, where the noise is represented by a Wiener process, has been approached primarily through the use of martingale theory. There are two core results: a new version of what is called Girsanov's theorem and the fact that the Wiener measure on the space of continuous functions can be generated by any Wiener process. In this correspondence a new version of Girsanov's theorem is derived and some fragmentary results concerning the measures associated with martingales are presented." @default.
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- W2080641318 date "1976-05-01" @default.
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- W2080641318 title "On the detection problem (Corresp.)" @default.
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- W2080641318 doi "https://doi.org/10.1109/tit.1976.1055541" @default.
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