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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb. (N.S.), 1979 Volume 108(150), Number 1, Pages 32–61 (Mi sm2258)

This article is cited in 32 papers

Absolute continuity and singularity of locally absolutely continuous probability distributions. II

Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev


Abstract: The second part of this study deals with criteria for the absolute continuity of measures for various classes of random processes, starting out from the general results in Part I. We consider processes with independent increments, semimartingales, multivariate point processes, Gaussian processes, Markov chains, and processes with a countable number of states.
Bibliography: 33 titles.

UDC: 519.2

MSC: Primary 60G30, 60G44; Secondary 28C20, 60G15, 60G25, 60G40, 60H05, 60J27, 60J30

Received: 11.01.1978


 English version:
Mathematics of the USSR-Sbornik, 1980, 36:1, 31–58

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