Is There a Predictable Criterion for Mutual Singularity of Two Probability Measures on a Filtered Space?
From MaRDI portal
Publication:4510003
DOI10.1137/S0040585X97977367zbMath0963.60036OpenAlexW2008374804MaRDI QIDQ4510003
Werner Schachinger, Walter Schachermayer
Publication date: 19 October 2000
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97977367
stochastic integralsstopping timesHellinger processesabsolute continuity and singularity of probability measures
Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)
Related Items (2)
Absolute continuity and singularity of two probability measures on a filtered space ⋮ Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability
This page was built for publication: Is There a Predictable Criterion for Mutual Singularity of Two Probability Measures on a Filtered Space?