scientific article; zbMATH DE number 3660563

MaRDI QIDQ3859031zbMATH OpenFDO

Authors Albert N. Shiryaev

Publication date 1980

zbMATH Keywords

415.00005absolute continuity and singularity of probability measures in functional spaces

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Generalizations of martingales (60G48)

Cited in

(6)

• On absolutely continuous invariant measures and Krieger-type of Markov subshifts
• On a random walk model on sets with self-similar structure
• Statistical causality and extremal measures
• Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities
• Equivalence-singularity dichotomy in Markov measures
• Optimal placement of multi-sensor system for threat detection

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