A limit theorem for the prediction process under absolute continuity

Hideatsu Tsukahara

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 397-404

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Tsukahara, Hideatsu. "A limit theorem for the prediction process under absolute continuity." Séminaire de probabilités de Strasbourg 33 (1999): 397-404. <http://eudml.org/doc/114026>.

@article{Tsukahara1999,
author = {Tsukahara, Hideatsu},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {conditional distributions; total variation distance},
language = {eng},
pages = {397-404},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A limit theorem for the prediction process under absolute continuity},
url = {http://eudml.org/doc/114026},
volume = {33},
year = {1999},
}

TY - JOUR
AU - Tsukahara, Hideatsu
TI - A limit theorem for the prediction process under absolute continuity
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 397
EP - 404
LA - eng
KW - conditional distributions; total variation distance
UR - http://eudml.org/doc/114026
ER -

References

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  1. Blackwell, D. and Dubins, L. (1962). Merging of opinions with increasing information, Ann. Math. Statist.33, 882-886. Zbl0109.35704MR149577
  2. Dellacherie, C. and Meyer, P.-A. (1980). Probabilités et Potentiel: Théorie des Martingales, Chapitres V à VIII, Hermann, Paris. Zbl0464.60001MR566768
  3. Knight, F.B. (1975). A predictive view of continuous time processes, Ann. Probab.3, 573-596. Zbl0317.60018MR383513
  4. Knight, F.B. (1992). Foundations of the Prediction Process, Oxford University Press, Oxford. Zbl0762.60027MR1168699
  5. Meyer, P.-A. (1976). La théorie de la prédiction de F. Knight, Séminaire de Probabilités X, Lect. Notes in Math.511. Springer-Verlag, Berlin Heidelberg New York, 86-103. Zbl0332.60024MR488261
  6. Yor, M. and Meyer, P.-A. (1976). Sur la théorie de la prédiction, et le problème de décomposition des tribus Fot+, Séminaire de Probabilités X, Lect. Notes in Math.511, Springer-Verlag, Berlin Heidelberg New York, 104-117. Zbl0332.60025MR438462

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