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Mathematics of the USSR-Sbornik, 1980, Volume 36, Issue 1, Pages 31–58
DOI: https://doi.org/10.1070/SM1980v036n01ABEH001760
(Mi sm2258)
 

This article is cited in 31 scientific papers (total in 32 papers)

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

Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev
References:
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.
Received: 11.01.1978
Russian version:
Matematicheskii Sbornik. Novaya Seriya, 1979, Volume 108(150), Number 1, Pages 32–61
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: Primary 60G30, 60G44; Secondary 28C20, 60G15, 60G25, 60G40, 60H05, 60J27, 60J30
Language: English
Original paper language: Russian
Citation: Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. II”, Mat. Sb. (N.S.), 108(150):1 (1979), 32–61; Math. USSR-Sb., 36:1 (1980), 31–58
Citation in format AMSBIB
\Bibitem{KabLipShi79}
\by Yu.~M.~Kabanov, R.~Sh.~Liptser, A.~N.~Shiryaev
\paper Absolute continuity and singularity of locally absolutely continuous probability distributions.~II
\jour Mat. Sb. (N.S.)
\yr 1979
\vol 108(150)
\issue 1
\pages 32--61
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=524211}
\zmath{https://zbmath.org/?q=an:0448.60028|0427.60037}
\transl
\jour Math. USSR-Sb.
\yr 1980
\vol 36
\issue 1
\pages 31--58
\crossref{https://doi.org/10.1070/SM1980v036n01ABEH001760}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980KM22400003}
Linking options:
  • https://www.mathnet.ru/eng/sm2258
  • https://doi.org/10.1070/SM1980v036n01ABEH001760
  • https://www.mathnet.ru/eng/sm/v150/i1/p32
    Cycle of papers
    This publication is cited in the following 32 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
    Statistics & downloads:
    Abstract page:689
    Russian version PDF:173
    English version PDF:13
    References:65
    First page:3
     
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