Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process (Q5506650)
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scientific article; zbMATH DE number 6662603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process |
scientific article; zbMATH DE number 6662603 |
Statements
Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process (English)
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13 December 2016
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absolute continuity
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singularity
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stable Lévy process
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additive functional
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purely discontinuous Girsanov transform
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relative entropy
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