On contiguity of probability measures corresponding to semimartingales
From MaRDI portal
Publication:1074950
DOI10.1007/BF01909254zbMath0591.60039MaRDI QIDQ1074950
Robert Sh. Liptser, Albert N. Shiryaev
Publication date: 1985
Published in: Analysis Mathematica (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05) Continuity and singularity of induced measures (60G30)
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Cites Work
- Calcul stochastique et problèmes de martingales
- On the concept of contiguity
- [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
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