Remarks on absolute continuity, contiguity and convergence in variation of probability measures
Séminaire de probabilités de Strasbourg (1988)
- Volume: 22, page 260-270
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topHe, Sheng-Wu, and Wang, Jia-Gang. "Remarks on absolute continuity, contiguity and convergence in variation of probability measures." Séminaire de probabilités de Strasbourg 22 (1988): 260-270. <http://eudml.org/doc/113639>.
@article{He1988,
author = {He, Sheng-Wu, Wang, Jia-Gang},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Lebesgue decomposition; Hellinger process; convergence properties of semimartingales; conditions for contiguity; convergence in variation},
language = {fre},
pages = {260-270},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Remarks on absolute continuity, contiguity and convergence in variation of probability measures},
url = {http://eudml.org/doc/113639},
volume = {22},
year = {1988},
}
TY - JOUR
AU - He, Sheng-Wu
AU - Wang, Jia-Gang
TI - Remarks on absolute continuity, contiguity and convergence in variation of probability measures
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 260
EP - 270
LA - fre
KW - Lebesgue decomposition; Hellinger process; convergence properties of semimartingales; conditions for contiguity; convergence in variation
UR - http://eudml.org/doc/113639
ER -
References
top- [1] Jacod, J., Calcul Stochastique et Problemes des Martingales, Lecture Notes in Math. No.714. Springer. 1979. Zbl0414.60053MR542115
- [2] Jacod, J., Processus de Hellinger, absolute continuite, contiguite, Sem. Prob.Rennes, 1983. MR863320
- [3] Liptser, R., Shiryayev, A., On the problem of "predictable" criteria of contiguity, Lecture Notes in Math. No.1021. Springer, 1983. Zbl0544.60044MR736006
- [4] Kabanov, Yu.M., Liptser, R.Sh., Shiryaev, A.N., On the variation distance for probability measures defined on a filtered space, Prob. Theory Rel. Fields, 71, 19-35(1986). Zbl0554.60006MR814659
- [5] Liptser, R.S., Shiryaev, A.N., On contiguity of probability measures corresponding to semimartingales, Analysis Mathematica, 11, 93-124(1985). Zbl0591.60039MR803190
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