Absolute continuity of one-sided random translations

DOI10.1016/0304-4149(95)90885-YzbMath0829.60033OpenAlexW1986525264MaRDI QIDQ1899265

Hiroshi Sato, Masakazu Tamashiro

Publication date: 15 January 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)90885-y

zbMATH Keywords

Fisher information\(T\)-martingaleaverage martingale

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30)

Related Items

On the equivalence of certain product measures

Cites Work

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• On the Density of One Gaussian Measure with Respect to Another