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

DOI10.1070/SM1980v036n01ABEH001760zbMath0448.60028OpenAlexW3139105697MaRDI QIDQ3894714

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

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1070/sm1980v036n01abeh001760

zbMATH Keywords

singularityabsolute continuitylocally absolutely continuous distributions

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuous-time Markov processes on discrete state spaces (60J27) Continuity and singularity of induced measures (60G30) Prediction theory (aspects of stochastic processes) (60G25) Markov processes (60J99)

Related Items (6)

Measuring the magnitude of sums of independent random variables ⋮ Information processes for semimartingale experiments ⋮ Asymptotic properties of local densities of measures generated by semimartingales ⋮ Equivalence-singularity dichotomy in Markov measures ⋮ Absolute continuity and singularity of two probability measures on a filtered space ⋮ About the absolute continuity and orthogonality for two probability measures.

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