Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Jacod J., Multivariate point processes: predictable projection, Radon-Mikodym derivatives, representation of martingales, Z. Wahrscheinlichkeitstheorie verw. Gebiete 31 (1975), 235–253.
Kabanov Yu.M., Lipcer R.Š., Širyaev A.N., Martingale techniques in point processes theory. School-seminar on the theory of stochastic processes (Druskininkai 25–30 Nov., 1974), Vilnius 1975, part II, 269–354. (in Russian).
Skorokhod A.V., Random processes with independent increments, “Nauka”, Moscow, 1964.
Girsanov J.V., On transforming a certain class of stochastic processes by absolute continuous substitution of measures. Theor. Probability Appl. 5(1960), 285–307.
Ershov M.P., On the absolute continuity of measures corresponding to diffusion processes. Theor. Probability Appl. XVII, 1(1972), 173–178.
Lipcer R.Š., Širyaev A.N., On the absolute continuity of measures corresponding to processes of diffusion type with respect to the Wiener measure. Izv. Akad. Nauk. Ser. Mat. 36(1972), 847–889 (in Russian).
Lipcer R.Š., Širyaev A.N., Statistics of random processes, “Nauka”, Moscow, 1974. (Springer-Verlag, 1976).
Grigelionis B., On the absolute continuity of measures corresponding to stochastic processes; Litovsk. Mat. Sb.XI, 4(1971), 783–794 (in Russian).
Grigelionis B. On the structure of the densities of measures corresponding to stochastic processes, Litovsk. Mat. Sb. XIII 1(1973), 71–78 (in Russian).
Van Shuppen, Wong E., Transformation of local margingales under a change of low, AMS, 2, 5 (1974), 879–888.
Kailath T., Zakai M., Absolute continuity and Radon-Nikodym derivatives for certain measures relative to Wiener measure, AMS, 42, 1(1971), 130–140.
Kailath T., The structure of Radon-Nikodim derivatives with respect to Wiener measure and related measures, AMS, 42(1971), 1054–1067.
Segall A., Kailath T., Radon-Nikodim derivatives with respect to measures induced by discontinuous independent-increments process, Ann. Probability, 3, 3(1975), 449–464.
Boel R., Varaiya P., Wong E., Martingales on jump processes I, II, SIAM J. Control, 13, 5(1975), 999–1061.
Bremand P., The martingale theory of point processes over the real half line admitting an intensity, Lect. Notes Econ. and Math. Syst. 107(1975), 519–542.
Briggs, V.D., Densities for infinitely divisible random processes. J. Multivar. Analysis 5(1975), 178–205.
Kadota T.T., Shepp L.A., Conditions for the absolute continuity between a certain pair of probability measures, Z. Wahrscheinlichkeitstheorie verw. Gebiete 16, 3(1970), 250–260.
Orey S., Radon-Nikodim derivatives of probability measure: martingales methods, Dpt. Found. Math. Sc. Tokyo Univ. of Education, 1974.
Jacod J., Memin J., Characteristiques locales et conditions de continuité absolute pour les sémi-martingales (1975), to appear.
Jacod J., Un théoreme de representation pour les martingales discontinues (1975), to appear.
Dellacherie C., Capacités et processus stochastiques. Berlin, Heidelberg, New York: Springer 1972.
Gikhman J., Skorokhod A., Introduction to the theory of random processes. W.B. Saunders Co., Philadelphia.
Meyer P.A., Probability and potential. Waltham: Blaisdell, 1966.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1976 Springer-Verlag
About this paper
Cite this paper
Kabanov, Y.M., Lipcer, R.S., Širyaev, A.N. (1976). Criteria of absolute continuity of measures corresponding to multivariate point processes. In: Maruyama, G., Prokhorov, J.V. (eds) Proceedings of the Third Japan — USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 550. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077493
Download citation
DOI: https://doi.org/10.1007/BFb0077493
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-07995-8
Online ISBN: 978-3-540-37966-9
eBook Packages: Springer Book Archive