Absolute continuity and singularity of two probability measures on a filtered space

DOI10.1007/S10959-011-0359-2zbMath1230.60036arXiv0802.0385OpenAlexW2164997343MaRDI QIDQ639341

Saak S. Gabriyelyan

Publication date: 20 September 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.0385

zbMATH Keywords

stopping timesHellinger integralsHahn decompositiondensity processesabsolute continuity and singularityHellinger processes

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cites Work

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• On equivalence of infinite product measures
• ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. II
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• Is There a Predictable Criterion for Mutual Singularity of Two Probability Measures on a Filtered Space?
• About the absolute continuity and orthogonality for two probability measures.

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