An analytical characterization for an optimal change of Gaussian measures.
Schellhorn, Henry
Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMDS/2006/95912
EUDML-ID : urn:eudml:doc:129743 
@article{05369132,
     title = {An analytical characterization for an optimal change of Gaussian measures.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMDS/2006/95912},
     zbl = {1158.60363},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05369132}
}

Schellhorn, Henry. An analytical characterization for an optimal change of Gaussian measures.. Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006) . doi : 10.1155/JAMDS/2006/95912. http://gdmltest.u-ga.fr/item/05369132/