scientific article; zbMATH DE number 3647878
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Publication:3206067
zbMATH Open0416.60062MaRDI QIDQ3206067FDOQ3206067
Authors: Albert N. Shiryaev, Yuri Kabanov, R. Liptser 
Publication date: 1978
Title of this publication is not available (Why is that?)
absolute continuity of one point process with respect to anothercompensator of a random point process
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) General theory of stochastic processes (60G07)
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- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
- Polynomial-Gaussian solutions of stochastic differential equations
- Strategic insider trading equilibrium: a filter theory approach
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
- Semimartingales with values in \(R^m_+\)
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
- LAMN in a class of parametric models for null recurrent diffusions
- Little's theorem: A stochastic integral approach
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