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Sufficient statistics for the Brownian sheet

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Séminaire de Probabilités XXVII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1557))

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References

  1. O.Brockhaus, Der Zusammenhang zwischen Suffizienter Statistik und Drift beim Brownschen Blatt, Diplomarbeit, Universität Bonn (1992).

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  2. E.B. Dynkin, Sufficient Statistics and extreme points, Annals of Probability 6, 705–730 (1978).

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  3. H. Föllmer, Phase transition and Martin boundary, Séminaire de Probabilités IX, Lecture Notes in Mathematics 465, 305–317, Springer (1975).

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  4. H. Föllmer, Martin Boundaries on Wiener Space, Diffusion Processes and Related Problems in Analysis, volume I, Editor M.Pinsky, Progress in Probability 22, 3–16, Birkhäuser (1991).

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  5. T. Jeulin, M. Yor, Une décomposition non-canonique du drap brownien, Séminaire de Probabilités XXVI, Lecture Notes in Mathematics 1526, 322–347, Springer (1992).

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Authors and Affiliations

  1. Institut für Angewandte Mathematik, Universität Bonn, Germany

    Oliver Brockhaus

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  1. Oliver Brockhaus
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© 1993 Springer-Verlag

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Brockhaus, O. (1993). Sufficient statistics for the Brownian sheet. In: Séminaire de Probabilités XXVII. Lecture Notes in Mathematics, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087963

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  • DOI: https://doi.org/10.1007/BFb0087963

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-57282-4

  • Online ISBN: 978-3-540-48034-1

  • eBook Packages: Springer Book Archive

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