The use of separating times in proving singularity of Gaussian measures

DOI10.1070/RM2003v058n04ABEH000656zbMath1076.60032MaRDI QIDQ4829642

Mikhail A. Urusov

Publication date: 29 November 2004

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

stopping timeabsolutely continuous function

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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