ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I

DOI10.1070/SM1979v035n05ABEH001615zbMath0426.60039OpenAlexW2099119382MaRDI QIDQ3862172

Albert N. Shiryaev, Youri M.Kabanov, Robert Sh. Liptser

Publication date: 1979

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1979v035n05abeh001615

zbMATH Keywords

random measuresabsolute continuity of measures

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuity and singularity of induced measures (60G30) Prediction theory (aspects of stochastic processes) (60G25)

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