scientific article; zbMATH DE number 3624531

MaRDI QIDQ4187080zbMATH OpenFDO

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

Publication date 1978

zbMATH Keywords

Continuity and Singularity of Induced MeasuresLocal MartingaleMartingaleStopping Times

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30)

Cited in

(11)

• Gronwall's lemma and stochastic equations for components of semimartingales
• Laws of large numbers for semimartingales with applications to stochastic regression
• Theory of stochastic processes
• On convergence in variation of the distributions of multivariate point processes
• Divergence, convergence and moments of some integral functionals of diffusions
• Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
• A comparison theorem for stochastic equations of optional semimartingales
• Equivalence-singularity dichotomy in Markov measures
• Market viability via absence of arbitrage of the first kind
• Criteria for what makes a local optional martingale a true martingale
• On the variation distance for probability measures defined on a filtered space

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