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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2014, Volume 287, Pages 267–278
DOI: https://doi.org/10.1134/S0371968514040153 (Mi tm3577) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Characterization of density processes of deformed stochastic bases of the first kind

I. V. Pavlov, O. V. Nazarko

Rostov State University of Civil Engineering, Rostov-on-Don, Russia
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DOI: https://doi.org/10.1134/S0371968514040153
Abstract: We propose a method for reducing a deformed stochastic basis of the first kind to a weakly deformed one. In the case when every $\sigma$-algebra of a filtration is generated by an at most countable partition of the sample space into atoms, we study the problems of constructing deformations of the first kind from a given density process.
Received in June 2014
English version:
Proceedings of the Steklov Institute of Mathematics, 2014, Volume 287, Issue 1, Pages 256–267
DOI: https://doi.org/10.1134/S008154381408015X
Bibliographic databases:
Document Type: Article
UDC: 519.216.2
Language: Russian
Citation: I. V. Pavlov, O. V. Nazarko, “Characterization of density processes of deformed stochastic bases of the first kind”, Stochastic calculus, martingales, and their applications, Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday, Trudy Mat. Inst. Steklova, 287, MAIK Nauka/Interperiodica, Moscow, 2014, 267–278; Proc. Steklov Inst. Math., 287:1 (2014), 256–267
Citation in format AMSBIB
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\paper Characterization of density processes of deformed stochastic bases of the first kind
\inbook Stochastic calculus, martingales, and their applications
\bookinfo Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday
\serial Trudy Mat. Inst. Steklova
\yr 2014
\vol 287
\pages 267--278
\publ MAIK Nauka/Interperiodica
\publaddr Moscow
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    • This publication is cited in the following 1 articles:
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    		Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
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