scientific article; zbMATH DE number 3785880

MaRDI QIDQ3963786zbMATH OpenFDO

Authors Albert N. Shiryaev, Yuri Kabanov, R. Liptser

Publication date 1980

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(4)

• Equivalent martingale measures for Lévy-driven moving averages and related processes
• Two theorems on Hunt's hypothesis (H) for Markov processes
• Equivalent and absolutely continuous measure changes for jump-diffusion processes
• On quasi likelihood for semimartingales

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