ON THE DENSITY OF PROBABILITY MEASURES OF DIFFUSION-TYPE PROCESSES

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DOI10.1070/IM1969v003n05ABEH000830zbMath0265.60077OpenAlexW1981410539MaRDI QIDQ5681394

Albert N. Shiryaev, Robert Sh. Liptser

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1070/im1969v003n05abeh000830

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05) Markov processes (60J99)

Related Items (1)

Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems

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