On the variation distance for probability measures defined on a filtered space

DOI10.1007/BF00366270zbMath0554.60006OpenAlexW2075750571MaRDI QIDQ760083

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

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1007/bf00366270

zbMATH Keywords

distance in variation between probability measuresincreasing predictable process

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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