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We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam’s...
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f . Asymptotic equivalence, in the sense of Le Cam’...
We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise.The aim is to reduce these to standard problems of optimal control which can be solve...
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Abstract: In this article we consider multiplicative operator-valued white noise functionals related to a stochastic flow. A generalization of the Krylov-Veretennikov expansion is presented. An analog...
The concepts of phase space Feynman integrals in White Noise Analysis are established.As an example the harmonic oscillator is treated. The approach perfectly reproduces the right physics. I.e. , solu...
In this paper, we study the well known equation which is the Black-Scholes equation in the form of white noise. We found the kernel of such equation and obtained some interesting properties of such ke...
In this paper we introduce and investigate Hankel operators on infinite dimensional entire functionals with growth conditions. First, we prove that this generalized Hankel operator is well defined a...

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