ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES

DOI10.1070/SM1977v033n02ABEH002421zbMath0398.60044OpenAlexW1997583501MaRDI QIDQ4181726

Albert N. Shiryaev, Youri M.Kabanov, Robert Sh. Liptser

Publication date: 1977

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1977v033n02abeh002421

zbMATH Keywords

Stochastic Difference EquationsGaussian MeasuresAbsolute Continuity And Singularity of MeasuresCriterion of KakutaniRandom Sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Zero-one laws (60F20) Continuity and singularity of induced measures (60G30) Measures and integrals in product spaces (28A35)

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