An integral representation for the Hellinger distance.
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Publication:3771346
DOI10.7146/math.scand.a-12144zbMath0633.60066OpenAlexW2531847509MaRDI QIDQ3771346
Esko Valkeila, Lioudmila Vostrikova
Publication date: 1986
Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/166981
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Inference from stochastic processes (62M99) Martingales with continuous parameter (60G44)
Related Items (5)
On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations ⋮ On the Hellinger type distances for filtered experiments ⋮ On the weak convergence of likelihood ratio processes of general statistical parametric models ⋮ Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities ⋮ On the variation distance for probability measures defined on a filtered space
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