Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure

Stochastic processes

1953 • 9,312 citations

On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

1960 • 717 citations

A general likelihood-ratio formula for random signals in Gaussian noise

1969 • 254 citations

On stationary solutions of a stochastic differential equation

1964 • 205 citations

A further note on a general likelihood formula for random signals in Gaussian noise

1970 • 41 citations