An analytical characterization for an optimal change of Gaussian measures.

Schellhorn, Henry

Journal of Applied Mathematics and Decision Sciences (2006)

  • Volume: 2006, page Article ID 95912, 9 p.-Article ID 95912, 9 p.
  • ISSN: 2090-3359

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Schellhorn, Henry. "An analytical characterization for an optimal change of Gaussian measures.." Journal of Applied Mathematics and Decision Sciences 2006 (2006): Article ID 95912, 9 p.-Article ID 95912, 9 p.. <http://eudml.org/doc/129743>.

@article{Schellhorn2006,
author = {Schellhorn, Henry},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 95912, 9 p.-Article ID 95912, 9 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {An analytical characterization for an optimal change of Gaussian measures.},
url = {http://eudml.org/doc/129743},
volume = {2006},
year = {2006},
}

TY - JOUR
AU - Schellhorn, Henry
TI - An analytical characterization for an optimal change of Gaussian measures.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
SP - Article ID 95912, 9 p.
EP - Article ID 95912, 9 p.
LA - eng
UR - http://eudml.org/doc/129743
ER -

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