On the variation distance for probability measures defined on a filtered space
From MaRDI portal
(Redirected from Publication:760083)
Recommendations
Cites work
- scientific article; zbMATH DE number 3112287 (Why is no real title available?)
- scientific article; zbMATH DE number 3816749 (Why is no real title available?)
- scientific article; zbMATH DE number 3818839 (Why is no real title available?)
- scientific article; zbMATH DE number 3940320 (Why is no real title available?)
- scientific article; zbMATH DE number 3784029 (Why is no real title available?)
- scientific article; zbMATH DE number 3624531 (Why is no real title available?)
- scientific article; zbMATH DE number 3804569 (Why is no real title available?)
- scientific article; zbMATH DE number 3390061 (Why is no real title available?)
- An integral representation for the Hellinger distance.
- Calcul stochastique et problèmes de martingales
- Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
- Hellinger integrals of gaussian processes with independent increments
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
- On contiguity of probability measures corresponding to semimartingales
- On convergence in variation of the distributions of multivariate point processes
- On the f-divergence and singularity of probability measures
- On “predictable” convergence criteria in variation of probability measures
Cited in
(23)- Estimates of distances between transition probabilities of diffusions
- Simplified calculus for semimartingales: multiplicative compensators and changes of measure
- scientific article; zbMATH DE number 3940320 (Why is no real title available?)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
- scientific article; zbMATH DE number 3909443 (Why is no real title available?)
- Information processes for semimartingale experiments
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
- Thermalisation for small random perturbations of dynamical systems
- Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
- scientific article; zbMATH DE number 16763 (Why is no real title available?)
- Explicit description of HARA forward utilities and their optimal portfolios
- A.D. Alexandrov spaces with curvature bounded below
- Metrics on the set of semimartingale filtrations
- Sticky couplings of multidimensional diffusions with different drifts
- Unique Bernoulli \(g\)-measures
- Limit behavior of the invariant measure for Langevin dynamics
- On the weak convergence of likelihood ratio processes of general statistical parametric models
- Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
- Filtrations for which all \({\mathcal H}^2\) martingales are of integrable variation; distances between \(\sigma\)-algebras
- On the Hellinger type distances for filtered experiments
- On the Convergence of thep-Optimal Martingale Measures to the Minimal Entropy Martingale Measure
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market.
- On reconstruction of coefficients of Fokker-Planck-Kolmogorov equations
This page was built for publication: On the variation distance for probability measures defined on a filtered space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760083)
