A conditional dichotomy theorem for stochastic processes with independent increments

DOI10.1016/0047-259X(77)90028-8zbMath0359.60032MaRDI QIDQ1238546

Howard G. Tucker, Patrick L. Brockett

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Markov processes (60J99)

Related Items (5)

Tempering stable processes ⋮ Admissible transformations of measures ⋮ The distribution of the likelihood ratio for additive processes ⋮ Variational sums and generalized linear processes ⋮ Equivalence of measures induced by infinitely divisible processes

Cites Work

• Equivalence of infinitely divisible distributions
• A Limit Theorem for a Function of the Increments of a Decomposable Process
• Discrimination of Poisson Processes
• On Admissible Translations of Measures in Hilbert Space
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