# zbMATH — the first resource for mathematics

## Zakai, Moshe

Compute Distance To:
 Author ID: zakai.moshe Published as: Zakai, M.; Zakai, Moshe; Zakaï, Moshe
 Documents Indexed: 113 Publications since 1960, including 2 Books Biographic References: 1 Publication
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#### Co-Authors

 16 single-authored 37 Ustunel, Ali Suleyman 17 Wong, Eugene Franklin 13 Nualart, David 10 Ziv, Jacob 8 Mayer-Wolf, Eduardo 6 Bobrovsky, Ben-Zion 4 Merzbach, Ely 4 Zeitouni, Ofer 2 Binia, Jacob 2 Kadota, T. T. 2 Kailath, Thomas 2 Snyders, Jakov 1 Chazan, Dan 1 Feyel, Denis 1 Hu, Yaozhong 1 Sanz-Solé, Marta 1 Segall, Adrian
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#### Serials

 16 Probability Theory and Related Fields 14 IEEE Transactions on Information Theory 10 Journal of Functional Analysis 8 The Annals of Probability 6 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 5 Comptes Rendus de l’Académie des Sciences. Série I 3 Stochastics 2 Information and Control 2 SIAM Journal on Control and Optimization 2 Stochastic Processes and their Applications 2 SIAM Journal on Control 2 Annals of Mathematical Statistics 2 Springer Monographs in Mathematics 1 International Journal of Engineering Science 1 Israel Journal of Mathematics 1 The Annals of Statistics 1 IEEE Transactions on Automatic Control 1 Journal of Differential Equations 1 Journal of Multivariate Analysis 1 Sankhyā. Series A. Methods and Techniques 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 The Annals of Applied Probability 1 SIAM Journal on Applied Mathematics 1 Stochastics and Stochastics Reports 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Probability Surveys 1 IRE Transactions on Information Theory
all top 5

#### Fields

 86 Probability theory and stochastic processes (60-XX) 14 Systems theory; control (93-XX) 11 Information and communication theory, circuits (94-XX) 7 Measure and integration (28-XX) 7 Functional analysis (46-XX) 6 Statistics (62-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX)

#### Citations contained in zbMATH

95 Publications have been cited 1,393 times in 1,009 Documents Cited by Year
On the optimal filtering of diffusion processes. Zbl 0164.19201
Zakai, M.
1969
On the relation between ordinary and stochastic differential equations. Zbl 0131.16401
Wong, E.; Zakai, M.
1965
On the convergence of ordinary integrals to stochastic integrals. Zbl 0138.11201
Wong, Eugene; Zakai, Moshe
1965
Martingales and stochastic integrals for processes with a multi- dimensional parameter. Zbl 0282.60030
Wong, Eugene; Zakai, Moshe
1974
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
1986
Weak martingales and stochastic integrals in the plane. Zbl 0359.60053
Wong, Eugene; Zakai, Moshe
1976
Differentiation formulas for stochastic integrals in the plane. Zbl 0372.60078
Wong, Eugene; Zakai, Moshe
1978
Riemann-Stieltjes approximations of stochastic integrals. Zbl 0185.44401
Wong, E.; Zakai, M.
1969
On nonnegative solutions of the equation $$AD + DA' = -C$$. Zbl 0203.33401
Snyders, J.; Zakai, M.
1970
Transformation of the Wiener measure under non-invertible shifts. Zbl 0801.60031
Üstünel, A. S.; Zakai, M.
1994
The Malliavin calculus. Zbl 0553.60053
Zakai, Moshe
1985
A Lyapunov criterion for the existence of stationary probability distributions for systems perturbed by noise. Zbl 0195.44505
Zakai, Moshe
1969
On the structure of independence on Wiener space. Zbl 0753.60008
Ustunel, A. S.; Zakai, M.
1990
On independence and conditioning on Wiener space. Zbl 0693.60046
Üstünel, Ali Süleyman; Zakai, Moshe
1989
On the ultimate boundedness of moments associated with solutions of stochastic differential equations. Zbl 0267.60066
Zakai, Moshe
1967
Transformation of measure on Wiener space. Zbl 0938.46045
Üstünel, Ali Süleyman; Zakai, Moshe
2000
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
1989
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
1988
An extension of stochastic integrals in the plane. Zbl 0376.60060
Wong, Eugene; Zakai, Moshe
1977
Transformation of measure on Wiener space. Zbl 0974.46044
Üstünel, Ali Süleyman; Zakai, Moshe
2000
Predictable and dual predictable projections of two-parameter stochastic processes. Zbl 0437.60040
Merzbach, Ely; Zakai, Moshe
1980
Absolute continuity and Radon-Nikodym derivatives for certain measures relative to Wiener measure. Zbl 0226.60061
Kailath, Thomas; Zakai, Moshe
1971
Mutual information of the white Gaussian channel with and without feedback. Zbl 0229.94010
Kadota, T. T.; Zakai, Moshe; Ziv, Jacob
1971
Random rotations of the Wiener path. Zbl 0832.60052
Üstünel, Ali Süleyman; Zakai, Moshe
1995
Transformation of Wiener measure under anticipative flows. Zbl 0767.60046
Üstünel, Ali Süleyman; Zakai, Moshe
1992
Some classes of two-parameter martingales. Zbl 0462.60055
Zakai, Moshe
1981
The construction of filtrations on abstract Wiener space. Zbl 0873.60039
Üstünel, Ali Süleyman; Zakai, Moshe
1997
Likelihood ratios and transformation of probability associated with two- parameter Wiener processes. Zbl 0349.60082
Wong, Eugene; Zakai, Moshe
1977
On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral. Zbl 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M.
1988
The partial Malliavin calculus. Zbl 0738.60055
Nualart, David; Zakai, Moshe
1989
The oscillation of stochastic integrals. Zbl 0154.18603
Wong, E.; Zakai, M.
1965
Band-limited functions and the sampling theorem. Zbl 0127.10806
Zakai, Moshe
1965
On the relation between the Stratonovich and Ogawa integrals. Zbl 0683.60035
Nualart, D.; Zakai, M.
1989
Positive and strongly positive Wiener functionals. Zbl 0788.60097
Nualart, David; Zakai, Moshe
1993
When does the Ramer formula look like the Girsanov formula? Zbl 0762.60029
Zakai, M.; Zeitouni, O.
1992
Multiple Wiener-Ito integrals possessing a continuous extension. Zbl 0685.60055
Nualart, David; Zakai, Moshe
1990
Some classes of global Cramér-Rao bounds. Zbl 0642.62018
Bobrovsky, B. Z.; Mayer-Wolf, E.; Zakai, M.
1987
Markov processes on the plane. Zbl 0588.60043
Wong, Eugene; Zakai, Moshe
1985
The sample function continuity of stochastic integrals in the plane. Zbl 0374.60078
Wong, Eugene; Zakai, Moshe
1977
Stationary probability measures for linear differential equations driven by white noise. Zbl 0194.40801
Zakai, M.; Snyders, J.
1970
Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations. Zbl 0166.13803
Zakai, M.
1967
Applications of the degree theorem to absolute continuity on Wiener space. Zbl 0794.60033
Üstünel, A. S.; Zakai, M.
1993
Some relations among classes of $$\sigma$$-fields on Wiener space. Zbl 0699.60039
Nualart, D.; Ustunel, A. S.; Zakai, M.
1990
On functionals satisfying a data-processing theorem. Zbl 0274.94027
Ziv, Jacob; Zakai, Moshe
1973
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M.
2006
Tangent processes on Wiener space. Zbl 1005.60068
Hu, Y.; Üstünel, A. S.; Zakai, M.
2002
A summary of some identities of the Malliavin calculus. Zbl 0693.60045
Nualart, D.; Zakai, M.
1989
On the threshold effect in radar range estimation. Zbl 0167.17602
Zakai, M.; Ziv, J.
1969
Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space. Zbl 1120.60057
Üstünel, Ali Süleyman; Zakai, Moshe
2007
On mutual information, likelihood ratios, and estimation error for the additive Gaussian channel. Zbl 1297.94036
Zakai, Moshe
2005
The Clark-Ocone formula for vector valued Wiener functionals. Zbl 1081.60042
Mayer-Wolf, E.; Zakai, M.
2005
The divergence of Banach space valued random variables on Wiener space. Zbl 1068.60077
Mayer-Wolf, E.; Zakai, M.
2005
Embedding the abstract Wiener space in a probability space. Zbl 0947.60068
Üstünel, Ali Süleyman; Zakai, Moshe
2000
Bimeasures and measures induced by planar stochastic integrators. Zbl 0615.60034
Merzbach, Ely; Zakai, Moshe
1986
Asymptotic a priori estimates for the error in the nonlinear filtering problem. Zbl 0497.60036
Bobrovsky, Ben-Zion; Zakai, Moshe
1982
A lower bound on the estimation error for certain diffusion processes. Zbl 0347.60038
Bobrovsky, Ben Zion; Zakai, Moshe
1976
Lower and upper bounds on the optimal filtering error of certain diffusion processes. Zbl 0251.93027
Zakai, Moshe; Ziv, Jacob
1972
The Sard inequality on Wiener space. Zbl 0884.60061
Üstünel, Ali Süleyman; Zakai, Moshe
1997
Analysis of random rotations on the Wiener space. Zbl 0810.60001
Üstünel, Ali Süleyman; Zakai, Moshe
1994
Stochastic integration, trace and the skeleton of Wiener functionals. Zbl 0722.60049
Zakai, Moshe
1990
Isotropic Gauss-Markov currents. Zbl 0659.60120
Wong, Eugene; Zakai, Moshe
1989
Multiparameter martingale differential forms. Zbl 0612.60045
Wong, Eugene; Zakai, Moshe
1987
Malliavin derivatives and derivatives of functionals of the Wiener process with respect to a scale parameter. Zbl 0562.60067
Zakai, Moshe
1985
Fubini-type theorems for stochastic integrals. Zbl 0409.60061
Kailath, T.; Segall, A.; Zakai, M.
1978
Measures induced on Wiener space by monotone shifts. Zbl 0853.60036
Üstünel, Ali Süleyman; Zakai, Moshe
1996
The composition of Wiener functionals with non absolutely continuous shifts. Zbl 0792.60048
Üstünel, A. S.; Zakai, M.
1994
Spectral representation of isotropic random currents. Zbl 0739.60042
Wong, Eugene; Zakai, Moshe
1989
A lower bound on the estimation error for Markov processes. Zbl 0321.93046
Bobrovsky, Ben Zion; Zakai, Moshe
1975
Erratum: “The divergence of Banach space valued random variables on Wiener space. Probab. Theory Relat. Fields 132, 291-321 (2005)”. Zbl 1143.60317
Mayer-Wolf, E.; Zakai, M.
2008
Some relations between mutual information and estimation error in Wiener space. Zbl 1125.60035
Mayer-Wolf, Eddy; Zakai, Moshe
2007
The invertibility of adapted perturbations of identity on the Wiener space. Zbl 1108.60048
Üstünel, A. Suleyman; Zakai, Moshe
2006
The change of variables formula on Wiener space. Zbl 0889.60059
Üstünel, Ali Süleyman; Zakai, Moshe
1997
Degree theory on Wiener space. Zbl 0883.60037
Üstünel, Ali Süleyman; Zakai, Moshe
1997
Extension of Lipschitz functions on Wiener space. Zbl 0922.60019
Üstünel, Ali Süleyman; Zakai, Moshe
1996
Calculation of the Radon-Nikodym density on the Wiener space. Zbl 0792.46031
Üstünel, Ali Süleyman; Zakai, Moshe
1993
The Wiener chaos expansion of certain Radon-Nikodym derivatives. Zbl 0784.60057
Ustunel, A. S.; Zakai, M.
1992
On the optimal tracking problem. Zbl 0743.93098
Zeitouni, Ofer; Zakai, Moshe
1992
A variational approach to the Cameron-Martin-Girsanov- Maruyama-Ramer formula. Zbl 0723.60063
Üstünel, Ali Süleyman; Zakai, Moshe
1991
On the relations between increasing functions associated with two- parameter continuous martingales. Zbl 0691.60040
Nualart, D.; Sanz, M.; Zakai, M.
1990
Stopping a two parameter weak martingale. Zbl 0611.60037
Merzbach, Ely; Zakai, Moshe
1987
Asymptotic bounds on the minimal error of non-linear filtering. Zbl 0512.93060
Bobrovsky, B. Z.; Zakai, M.
1981
Capacity of a continuous memoryless channel with feedback. Zbl 0234.94019
Kadota, T. T.; Zakai, Moshe; Ziv, Jacob
1971
General error criteria. Zbl 0116.37605
Zakai, M.
1964
A class of definitions of ”duration” (or ”uncertainty”) and the associated uncertainty relations. Zbl 0091.30105
Zakai, Moshe
1960
Corrigendum to “The Clark-Ocone formula for vector valued Wiener functionals” [J. Funct. Anal. 229 (2005) 143-154]. Zbl 1140.60325
Mayer-Wolf, E.; Zakai, M.
2008
Some measure-preserving point transformations on the Wiener space and their ergodicity. Zbl 1054.60504
Üstünel, A. S.; Zakai, M.
2001
Ergodicity of the rotations on the Wiener space. Zbl 0956.60072
Üstünel, Ali Süleyman; Zakai, Moshe
2000
On the uniform integrability of the Radon-Nikodym densities for Wiener measure. Zbl 0952.60003
Üstünel, Ali Süleyman; Zakai, Moshe
1998
Absolute continuity of monotone shifts on the Wiener space. Zbl 0845.60037
Üstünel, Ali Süleyman; Zakai, Moshe
1996
Caractérisation géométrique de l’indépendance forte sur l’espace de Wiener. II (Geometric characterization of independence on the Wiener space. II). Zbl 0652.60057
Üstünel, Ali Süleyman; Zakaï, Moshe
1988
On the memory length of the optimal nonlinear filter. Zbl 0649.93072
Mayer-Wolf, E.; Zakai, M.; Zeitouni, O.
1988
Caractérisation géometrique de l’indépendance sur l’espace de Wiener. (Geometric characterization of independence on the Wiener space). Zbl 0639.60059
Üstünel, Ali Süleyman; Zakai, Moshe
1988
Some remarks on integration with respect to weak martingales. Zbl 0458.60041
Zakai, Moshe
1981
Some classes of two-parameter martingales. Zbl 0452.60055
Zakai, Moshe
1979
Improved lower bounds on signal parameter estimation. Zbl 0299.94001
Chazan, Dan; Zakai, Moshe; Ziv, J.
1975
Erratum: “The divergence of Banach space valued random variables on Wiener space. Probab. Theory Relat. Fields 132, 291-321 (2005)”. Zbl 1143.60317
Mayer-Wolf, E.; Zakai, M.
2008
Corrigendum to “The Clark-Ocone formula for vector valued Wiener functionals” [J. Funct. Anal. 229 (2005) 143-154]. Zbl 1140.60325
Mayer-Wolf, E.; Zakai, M.
2008
Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space. Zbl 1120.60057
Üstünel, Ali Süleyman; Zakai, Moshe
2007
Some relations between mutual information and estimation error in Wiener space. Zbl 1125.60035
Mayer-Wolf, Eddy; Zakai, Moshe
2007
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M.
2006
The invertibility of adapted perturbations of identity on the Wiener space. Zbl 1108.60048
Üstünel, A. Suleyman; Zakai, Moshe
2006
On mutual information, likelihood ratios, and estimation error for the additive Gaussian channel. Zbl 1297.94036
Zakai, Moshe
2005
The Clark-Ocone formula for vector valued Wiener functionals. Zbl 1081.60042
Mayer-Wolf, E.; Zakai, M.
2005
The divergence of Banach space valued random variables on Wiener space. Zbl 1068.60077
Mayer-Wolf, E.; Zakai, M.
2005
Tangent processes on Wiener space. Zbl 1005.60068
Hu, Y.; Üstünel, A. S.; Zakai, M.
2002
Some measure-preserving point transformations on the Wiener space and their ergodicity. Zbl 1054.60504
Üstünel, A. S.; Zakai, M.
2001
Transformation of measure on Wiener space. Zbl 0938.46045
Üstünel, Ali Süleyman; Zakai, Moshe
2000
Transformation of measure on Wiener space. Zbl 0974.46044
Üstünel, Ali Süleyman; Zakai, Moshe
2000
Embedding the abstract Wiener space in a probability space. Zbl 0947.60068
Üstünel, Ali Süleyman; Zakai, Moshe
2000
Ergodicity of the rotations on the Wiener space. Zbl 0956.60072
Üstünel, Ali Süleyman; Zakai, Moshe
2000
On the uniform integrability of the Radon-Nikodym densities for Wiener measure. Zbl 0952.60003
Üstünel, Ali Süleyman; Zakai, Moshe
1998
The construction of filtrations on abstract Wiener space. Zbl 0873.60039
Üstünel, Ali Süleyman; Zakai, Moshe
1997
The Sard inequality on Wiener space. Zbl 0884.60061
Üstünel, Ali Süleyman; Zakai, Moshe
1997
The change of variables formula on Wiener space. Zbl 0889.60059
Üstünel, Ali Süleyman; Zakai, Moshe
1997
Degree theory on Wiener space. Zbl 0883.60037
Üstünel, Ali Süleyman; Zakai, Moshe
1997
Measures induced on Wiener space by monotone shifts. Zbl 0853.60036
Üstünel, Ali Süleyman; Zakai, Moshe
1996
Extension of Lipschitz functions on Wiener space. Zbl 0922.60019
Üstünel, Ali Süleyman; Zakai, Moshe
1996
Absolute continuity of monotone shifts on the Wiener space. Zbl 0845.60037
Üstünel, Ali Süleyman; Zakai, Moshe
1996
Random rotations of the Wiener path. Zbl 0832.60052
Üstünel, Ali Süleyman; Zakai, Moshe
1995
Transformation of the Wiener measure under non-invertible shifts. Zbl 0801.60031
Üstünel, A. S.; Zakai, M.
1994
Analysis of random rotations on the Wiener space. Zbl 0810.60001
Üstünel, Ali Süleyman; Zakai, Moshe
1994
The composition of Wiener functionals with non absolutely continuous shifts. Zbl 0792.60048
Üstünel, A. S.; Zakai, M.
1994
Positive and strongly positive Wiener functionals. Zbl 0788.60097
Nualart, David; Zakai, Moshe
1993
Applications of the degree theorem to absolute continuity on Wiener space. Zbl 0794.60033
Üstünel, A. S.; Zakai, M.
1993
Calculation of the Radon-Nikodym density on the Wiener space. Zbl 0792.46031
Üstünel, Ali Süleyman; Zakai, Moshe
1993
Transformation of Wiener measure under anticipative flows. Zbl 0767.60046
Üstünel, Ali Süleyman; Zakai, Moshe
1992
When does the Ramer formula look like the Girsanov formula? Zbl 0762.60029
Zakai, M.; Zeitouni, O.
1992
The Wiener chaos expansion of certain Radon-Nikodym derivatives. Zbl 0784.60057
Ustunel, A. S.; Zakai, M.
1992
On the optimal tracking problem. Zbl 0743.93098
Zeitouni, Ofer; Zakai, Moshe
1992
A variational approach to the Cameron-Martin-Girsanov- Maruyama-Ramer formula. Zbl 0723.60063
Üstünel, Ali Süleyman; Zakai, Moshe
1991
On the structure of independence on Wiener space. Zbl 0753.60008
Ustunel, A. S.; Zakai, M.
1990
Multiple Wiener-Ito integrals possessing a continuous extension. Zbl 0685.60055
Nualart, David; Zakai, Moshe
1990
Some relations among classes of $$\sigma$$-fields on Wiener space. Zbl 0699.60039
Nualart, D.; Ustunel, A. S.; Zakai, M.
1990
Stochastic integration, trace and the skeleton of Wiener functionals. Zbl 0722.60049
Zakai, Moshe
1990
On the relations between increasing functions associated with two- parameter continuous martingales. Zbl 0691.60040
Nualart, D.; Sanz, M.; Zakai, M.
1990
On independence and conditioning on Wiener space. Zbl 0693.60046
Üstünel, Ali Süleyman; Zakai, Moshe
1989
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
1989
The partial Malliavin calculus. Zbl 0738.60055
Nualart, David; Zakai, Moshe
1989
On the relation between the Stratonovich and Ogawa integrals. Zbl 0683.60035
Nualart, D.; Zakai, M.
1989
A summary of some identities of the Malliavin calculus. Zbl 0693.60045
Nualart, D.; Zakai, M.
1989
Isotropic Gauss-Markov currents. Zbl 0659.60120
Wong, Eugene; Zakai, Moshe
1989
Spectral representation of isotropic random currents. Zbl 0739.60042
Wong, Eugene; Zakai, Moshe
1989
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
1988
On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral. Zbl 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M.
1988
Caractérisation géométrique de l’indépendance forte sur l’espace de Wiener. II (Geometric characterization of independence on the Wiener space. II). Zbl 0652.60057
Üstünel, Ali Süleyman; Zakaï, Moshe
1988
On the memory length of the optimal nonlinear filter. Zbl 0649.93072
Mayer-Wolf, E.; Zakai, M.; Zeitouni, O.
1988
Caractérisation géometrique de l’indépendance sur l’espace de Wiener. (Geometric characterization of independence on the Wiener space). Zbl 0639.60059
Üstünel, Ali Süleyman; Zakai, Moshe
1988
Some classes of global Cramér-Rao bounds. Zbl 0642.62018
Bobrovsky, B. Z.; Mayer-Wolf, E.; Zakai, M.
1987
Multiparameter martingale differential forms. Zbl 0612.60045
Wong, Eugene; Zakai, Moshe
1987
Stopping a two parameter weak martingale. Zbl 0611.60037
Merzbach, Ely; Zakai, Moshe
1987
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
1986
Bimeasures and measures induced by planar stochastic integrators. Zbl 0615.60034
Merzbach, Ely; Zakai, Moshe
1986
The Malliavin calculus. Zbl 0553.60053
Zakai, Moshe
1985
Markov processes on the plane. Zbl 0588.60043
Wong, Eugene; Zakai, Moshe
1985
Malliavin derivatives and derivatives of functionals of the Wiener process with respect to a scale parameter. Zbl 0562.60067
Zakai, Moshe
1985
Asymptotic a priori estimates for the error in the nonlinear filtering problem. Zbl 0497.60036
Bobrovsky, Ben-Zion; Zakai, Moshe
1982
Some classes of two-parameter martingales. Zbl 0462.60055
Zakai, Moshe
1981
Asymptotic bounds on the minimal error of non-linear filtering. Zbl 0512.93060
Bobrovsky, B. Z.; Zakai, M.
1981
Some remarks on integration with respect to weak martingales. Zbl 0458.60041
Zakai, Moshe
1981
Predictable and dual predictable projections of two-parameter stochastic processes. Zbl 0437.60040
Merzbach, Ely; Zakai, Moshe
1980
Some classes of two-parameter martingales. Zbl 0452.60055
Zakai, Moshe
1979
Differentiation formulas for stochastic integrals in the plane. Zbl 0372.60078
Wong, Eugene; Zakai, Moshe
1978
Fubini-type theorems for stochastic integrals. Zbl 0409.60061
Kailath, T.; Segall, A.; Zakai, M.
1978
An extension of stochastic integrals in the plane. Zbl 0376.60060
Wong, Eugene; Zakai, Moshe
1977
Likelihood ratios and transformation of probability associated with two- parameter Wiener processes. Zbl 0349.60082
Wong, Eugene; Zakai, Moshe
1977
The sample function continuity of stochastic integrals in the plane. Zbl 0374.60078
Wong, Eugene; Zakai, Moshe
1977
Weak martingales and stochastic integrals in the plane. Zbl 0359.60053
Wong, Eugene; Zakai, Moshe
1976
A lower bound on the estimation error for certain diffusion processes. Zbl 0347.60038
Bobrovsky, Ben Zion; Zakai, Moshe
1976
A lower bound on the estimation error for Markov processes. Zbl 0321.93046
Bobrovsky, Ben Zion; Zakai, Moshe
1975
Improved lower bounds on signal parameter estimation. Zbl 0299.94001
Chazan, Dan; Zakai, Moshe; Ziv, J.
1975
Martingales and stochastic integrals for processes with a multi- dimensional parameter. Zbl 0282.60030
Wong, Eugene; Zakai, Moshe
1974
On functionals satisfying a data-processing theorem. Zbl 0274.94027
Ziv, Jacob; Zakai, Moshe
1973
Lower and upper bounds on the optimal filtering error of certain diffusion processes. Zbl 0251.93027
Zakai, Moshe; Ziv, Jacob
1972
Absolute continuity and Radon-Nikodym derivatives for certain measures relative to Wiener measure. Zbl 0226.60061
Kailath, Thomas; Zakai, Moshe
1971
Mutual information of the white Gaussian channel with and without feedback. Zbl 0229.94010
Kadota, T. T.; Zakai, Moshe; Ziv, Jacob
1971
Capacity of a continuous memoryless channel with feedback. Zbl 0234.94019
Kadota, T. T.; Zakai, Moshe; Ziv, Jacob
1971
On nonnegative solutions of the equation $$AD + DA' = -C$$. Zbl 0203.33401
Snyders, J.; Zakai, M.
1970
Stationary probability measures for linear differential equations driven by white noise. Zbl 0194.40801
Zakai, M.; Snyders, J.
1970
On the optimal filtering of diffusion processes. Zbl 0164.19201
Zakai, M.
1969
Riemann-Stieltjes approximations of stochastic integrals. Zbl 0185.44401
Wong, E.; Zakai, M.
1969
A Lyapunov criterion for the existence of stationary probability distributions for systems perturbed by noise. Zbl 0195.44505
Zakai, Moshe
1969
On the threshold effect in radar range estimation. Zbl 0167.17602
Zakai, M.; Ziv, J.
1969
On the ultimate boundedness of moments associated with solutions of stochastic differential equations. Zbl 0267.60066
Zakai, Moshe
1967
Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations. Zbl 0166.13803
Zakai, M.
1967
On the relation between ordinary and stochastic differential equations. Zbl 0131.16401
Wong, E.; Zakai, M.
1965
On the convergence of ordinary integrals to stochastic integrals. Zbl 0138.11201
Wong, Eugene; Zakai, Moshe
1965
The oscillation of stochastic integrals. Zbl 0154.18603
Wong, E.; Zakai, M.
1965
Band-limited functions and the sampling theorem. Zbl 0127.10806
Zakai, Moshe
1965
General error criteria. Zbl 0116.37605
Zakai, M.
1964
A class of definitions of ”duration” (or ”uncertainty”) and the associated uncertainty relations. Zbl 0091.30105
Zakai, Moshe
1960
all top 5

#### Cited by 1,133 Authors

 42 Nualart, David 37 Zakai, Moshe 28 Ustunel, Ali Suleyman 14 Merzbach, Ely 14 Sanz-Solé, Marta 13 Zeitouni, Ofer 11 Privault, Nicolas 10 Imkeller, Peter 10 Lanconelli, Alberto 9 Wong, Eugene Franklin 8 Crisan, Dan O. 8 Mayer-Wolf, Eduardo 8 Mazziotto, Gerald 7 Albeverio, Sergio A. 7 Bogachev, Vladimir Igorevich 7 Elliott, Robert James 7 Kallianpur, Gopinath 7 Mikulevicius, Remigijus 7 Pardoux, Etienne 7 Proske, Frank Norbert 7 Szpirglas, Jacques 7 Wang, Bixiang 6 Bensoussan, Alain 6 Buckdahn, Rainer 6 Dembo, Amir 6 Feyel, Denis 6 Florchinger, Patrick 6 Gough, John E. 6 Lu, Kening 6 Mackevičius, Vigirdas 6 Namachchivaya, N. Sri 6 Pragarauskas, Henrikas 5 Decreusefond, Laurent 5 Hu, Yaozhong 5 Jolis, Maria 5 Kushner, Harold J. 5 Liang, Zongxia 5 Liu, Xianming 5 Millet, Annie 5 Protter, Philip Elliott 5 Sethi, Suresh P. 5 Stan, Aurel Iulian 5 Ubœ, Jan 5 Yau, Stephen Shing-Toung 5 Zhang, Tusheng S. 4 Aida, Shigeki 4 Bao, Feng 4 Bardina, Xavier 4 Beneš, Václav Edvard 4 Bobrovsky, Ben-Zion 4 Brzeźniak, Zdzisław 4 Çakanyıldırım, Metin 4 Chueshov, Igor’ Dmitrievich 4 Fang, Shizan 4 Gorostiza, Luis G. 4 Gu, Anhui 4 Huang, Yenkun 4 Ihara, Shunsuke 4 Ivanoff, B. Gail 4 Karandikar, Rajeeva L. 4 Karmeshu 4 Lyons, Terence John 4 McKeague, Ian W. 4 Nourdin, Ivan 4 Øksendal, Bernt Karsten 4 Osswald, Horst 4 Peccati, Giovanni 4 Potthoff, Jürgen 4 Prum, Bernard 4 Röckner, Michael 4 Sunahara, Yoshifumi 4 Taqqu, Murad S. 4 Tudor, Ciprian A. 4 Twardowska, Krystyna 4 Utzet, Frederic 4 Walsh, John Bradstreet 4 Yeh, Jean 4 Yor, Marc 4 Zhu, Weiqiu 3 Azemi, Asad 3 Baccouch, Mahboub 3 Bagchi, Arunabha 3 Banek, Tadeusz 3 Belavkin, Viacheslav 3 Cao, Yanzhao 3 Carlson, David Hilding 3 Cass, Thomas Richard 3 Chow, Pao-Liu 3 Cipriano, Fernanda 3 Cohen de Lara, Michel 3 Da Prato, Giuseppe 3 Dalang, Robert C. 3 Delgado, Rosario 3 Deng, Pingjin 3 Di Masi, Giovanni B. 3 Du, Kai 3 Duan, Jinqiao 3 Elworthy, K. David 3 Friz, Peter Karl 3 Germani, Alfredo ...and 1,033 more Authors
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#### Cited in 233 Serials

 64 Stochastic Processes and their Applications 63 Probability Theory and Related Fields 46 Stochastic Analysis and Applications 43 Journal of Functional Analysis 40 Stochastics 34 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 27 Systems & Control Letters 24 Journal of Multivariate Analysis 22 Journal of Mathematical Analysis and Applications 22 Automatica 21 Applied Mathematics and Optimization 18 The Annals of Probability 18 Journal of Differential Equations 18 Statistics & Probability Letters 17 Journal of Theoretical Probability 15 Linear Algebra and its Applications 14 Comptes Rendus. Mathématique. Académie des Sciences, Paris 12 International Journal of Control 12 Lithuanian Mathematical Journal 11 Acta Applicandae Mathematicae 11 Infinite Dimensional Analysis, Quantum Probability and Related Topics 10 Applied Mathematics and Computation 10 The Annals of Applied Probability 9 Journal of Statistical Physics 9 Information Sciences 9 Nonlinear Dynamics 8 Journal of the Franklin Institute 8 Journal of Computational and Applied Mathematics 8 Transactions of the American Mathematical Society 8 Potential Analysis 7 Journal of Mathematical Physics 7 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 7 Discrete and Continuous Dynamical Systems. Series B 7 Stochastics 6 Communications in Mathematical Physics 6 Journal of Optimization Theory and Applications 6 Proceedings of the American Mathematical Society 6 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 6 Stochastics and Stochastics Reports 6 Stochastics and Dynamics 5 Bulletin of Mathematical Biology 5 Nagoya Mathematical Journal 5 Statistics 5 International Journal of Control, I. Series 4 Computers & Mathematics with Applications 4 International Journal of Systems Science 4 Problems of Information Transmission 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Acta Mathematica Sinica. New Series 4 Random Operators and Stochastic Equations 4 Electronic Journal of Probability 4 International Journal of Theoretical and Applied Finance 3 Journal of Computational Physics 3 Czechoslovak Mathematical Journal 3 Mathematics and Computers in Simulation 3 Chinese Annals of Mathematics. Series B 3 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications 3 Journal of Mathematical Sciences (New York) 3 Sādhanā 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 SIAM/ASA Journal on Uncertainty Quantification 2 Acta Mechanica 2 Biological Cybernetics 2 International Journal of Theoretical Physics 2 Israel Journal of Mathematics 2 Mathematical Biosciences 2 Mathematical Notes 2 Theoretical and Mathematical Physics 2 Ukrainian Mathematical Journal 2 Reviews in Mathematical Physics 2 Acta Mathematica 2 Advances in Mathematics 2 Annals of the Institute of Statistical Mathematics 2 Journal of Statistical Planning and Inference 2 Mathematische Nachrichten 2 Mathematics of Operations Research 2 Rendiconti del Seminario Matemàtico e Fisico di Milano 2 SIAM Journal on Numerical Analysis 2 Tohoku Mathematical Journal. Second Series 2 Physica D 2 Applied Numerical Mathematics 2 Acta Mathematicae Applicatae Sinica. English Series 2 Journal of Economic Dynamics & Control 2 Applied Mathematics Letters 2 MCSS. Mathematics of Control, Signals, and Systems 2 Stochastic Hydrology and Hydraulics 2 Signal Processing 2 Automation and Remote Control 2 Communications in Statistics. Theory and Methods 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Bulletin of the American Mathematical Society. New Series 2 Journal of Dynamics and Differential Equations 2 International Journal of Robust and Nonlinear Control 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Annales Mathématiques Blaise Pascal 2 Bulletin des Sciences Mathématiques 2 Bernoulli 2 Discrete and Continuous Dynamical Systems 2 Mathematical Problems in Engineering 2 Doklady Mathematics ...and 133 more Serials
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#### Cited in 44 Fields

 768 Probability theory and stochastic processes (60-XX) 208 Systems theory; control (93-XX) 86 Partial differential equations (35-XX) 81 Statistics (62-XX) 56 Numerical analysis (65-XX) 44 Dynamical systems and ergodic theory (37-XX) 42 Ordinary differential equations (34-XX) 37 Information and communication theory, circuits (94-XX) 36 Functional analysis (46-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Quantum theory (81-XX) 28 Statistical mechanics, structure of matter (82-XX) 23 Global analysis, analysis on manifolds (58-XX) 21 Measure and integration (28-XX) 21 Biology and other natural sciences (92-XX) 19 Linear and multilinear algebra; matrix theory (15-XX) 18 Calculus of variations and optimal control; optimization (49-XX) 15 Operator theory (47-XX) 15 Mechanics of particles and systems (70-XX) 11 Operations research, mathematical programming (90-XX) 9 Fluid mechanics (76-XX) 7 Approximations and expansions (41-XX) 7 Computer science (68-XX) 6 Real functions (26-XX) 5 Mathematical logic and foundations (03-XX) 5 Nonassociative rings and algebras (17-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 5 Mechanics of deformable solids (74-XX) 5 Geophysics (86-XX) 4 Integral equations (45-XX) 3 Potential theory (31-XX) 3 Special functions (33-XX) 2 Topological groups, Lie groups (22-XX) 2 Functions of a complex variable (30-XX) 2 Abstract harmonic analysis (43-XX) 2 Differential geometry (53-XX) 2 Manifolds and cell complexes (57-XX) 2 Optics, electromagnetic theory (78-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Geometry (51-XX) 1 General topology (54-XX) 1 Classical thermodynamics, heat transfer (80-XX)