ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. II

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)

zbMATH Keywords

singularity; absolute continuity; locally absolutely continuous distributions

Mathematics Subject Classification ID

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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