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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 32 scientific papers (total in 33 papers)

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

Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev
English version PDF (1485 kB) Citations (33) Russian version article
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DOI: https://doi.org/10.1070/SM1980v036n01ABEH001760
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
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”, 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 Math. USSR-Sb.
\yr 1980
\vol 36
\issue 1
\pages 31--58
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\crossref{https://doi.org/10.1070/SM1980v036n01ABEH001760}
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\zmath{https://zbmath.org/?q=an:0448.60028|0427.60037}
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  • https://doi.org/10.1070/SM1980v036n01ABEH001760
  • https://www.mathnet.ru/eng/sm/v150/i1/p32
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    This publication is cited in the following 33 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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