Splitting of liftings in products of probability spaces.

DOI10.1214/009117904000000018zbMath1058.60005arXivmath/0509010OpenAlexW3103454246MaRDI QIDQ1889785

Kazimierz Musiał\, Werner Strauss, Nikolaos Demetrios Macheras

Publication date: 10 December 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509010

zbMATH Keywords

densitiesproduct measuresproduct densitiesregular conditional probabilitiesLiftingsproduct liftingsmeasurable stochastic processes

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Measures and integrals in product spaces (28A35) Integration and disintegration of measures (28A50) Foundations of stochastic processes (60G05) Lifting theory (28A51)

Related Items (7)

Fubini type products for densities and liftings ⋮ Splitting of liftings in products of probability spaces. II ⋮ Some characterizations of mixed Poisson processes ⋮ Splitting of conditional expectations and liftings in product spaces ⋮ Unnamed Item ⋮ A characterization of martingale-equivalent mixed compound Poisson processes ⋮ Some characterizations of mixed renewal processes

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• Factorization of Measures and Perfection
• Disintegration and compact measures.
• Liftings and the Construction of Stochastic Processes
• On quasi-compact measures

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