ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. II
Publication:3894714
DOI10.1070/SM1980v036n01ABEH001760zbMath0448.60028MaRDI 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
60G15: Gaussian processes
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60J27: Continuous-time Markov processes on discrete state spaces
60G30: Continuity and singularity of induced measures
60G25: Prediction theory (aspects of stochastic processes)
60J99: Markov processes
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