Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants

DOI10.1007/BF00532238zbMath0569.60038OpenAlexW2023155735MaRDI QIDQ3685760

Albert N. Shiryaev, Jean Mémin

Publication date: 1985

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532238

zbMATH Keywords

Hellinger integralDoléans-Dade exponentialcontiguity of distributionsCriteria of absolute continuity

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Continuity and singularity of induced measures (60G30) Markov processes (60J99)

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Cites Work

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