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math.PR2006★ 17 cited
Some relations between mutual information and estimation error in Wiener space
Eddy Mayer-Wolf, Moshe Zakai
The model considered is that of ``signal plus white noise.'' Known connections between the noncausal filtering error and mutual information are combined with new ones involving the…
math.PR2006
Sufficient Conditions for the Invertibility of Adapted Perturbations of Identity on the Wiener Space
Ali Suleyman Ustunel, Moshe Zakai
Let be the classical Wiener space. Assume that is an adapted perturbation of identity, i.e., is adapted to the canonical filtration of . We give s…