Skip to main content
SpringerLink
Log in

Contiguity of distributions of multivariate point processes

  • Conference paper
  • First Online:
Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Kakutani S. On equivalence of infinite product measures. Ann. Math., 49, 211–224 (1948).

    MathSciNet  MATH  Google Scholar 

  2. Kabanov Yu. M., Liptser R. Sh., Shiryayev A. N. Criteria of absolute continuity of measures corresponding to multivariate point processes (3rd USSR-Japan Symposium). Lect. Notes Math., 550, 232–252 (1976).

    Article  Google Scholar 

  3. Jacod J. Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales. Z. W-theorie verw. Geb., 31, 235–253 (1975).

    Article  MathSciNet  MATH  Google Scholar 

  4. Kabanov Yu. M., Liptser R. Sh., Shiryayev A. N. Absolute continuity and singularity of locally absolute continuous probability distributions, I, II. Math., Sbornik, 107, 364–415 (1978), 108, 30–61 (1979) (in Russian). English translation: Math. USSR Sbornik, 35, 631–680 (1979), 36, 31–58 (1980).

    MathSciNet  Google Scholar 

  5. Le Cam L. Locally asymptotically normal families of distributions. Univ. of Calif. Publ. Statist., 3, 37–98 (1960).

    Google Scholar 

  6. Eagleson G. K., Mémin J. Sur la contiguité de deux suites de mesures; généralisation d'un thèoréme de Kabanov-Liptser-Shiryayev. Lect. Notes Math., 920, 319–337 (1982).

    Article  MATH  Google Scholar 

  7. Liptser R. Sh., Shiryayev A. N. On the problem of "predictable" criteria of contiguity (4th USSR-Japan Symposium). Lect. Notes Math., 1021, 386–418 (1983).

    Article  MathSciNet  MATH  Google Scholar 

  8. Mémin J. Distance en variation et condition de contiguité pour les lois de processus ponctuels. Preprint.

    Google Scholar 

  9. Mémin J., Shiryayev A. N. Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroisements independants. Z. W-theorie verw. Geb., 70, 67–89 (1985).

    Article  MATH  Google Scholar 

  10. Liese F. Hellinger integrals of Gaussian processes with independent increments. Stochastics, 6, 81–96 (1982).

    Article  MathSciNet  MATH  Google Scholar 

  11. Liese F. An estimation of the Hellinger integrals of point processes. Preprint (1983).

    Google Scholar 

  12. Kabanov Yu. M., Liptser R. Sh., Shiryayev A. N. On the variation distance for probability measures defined on a filtered space. Prob. Theory Rel. Fields, 71, 19–35 (1986).

    Article  MathSciNet  MATH  Google Scholar 

  13. Brémaud P., Jacod J. Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage. Adv. Appl. Probab., 9, 362–416 (1977).

    Article  MATH  Google Scholar 

  14. Dellacherie C., Meyer P.-A. Probabilités et potentiels. Paris: Hermann, vol.1 (1975), vol.2 (1980).

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Central Economical and Mathematical, Institute of the Academy of Science, Moscow, USSR

    Yu. M. Kabanov

Authors
  1. Yu. M. Kabanov
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Shinzo Watanabe Jurii Vasilievich Prokhorov

Rights and permissions

Reprints and permissions

Copyright information

© 1988 Springer-Verlag

About this paper

Cite this paper

Kabanov, Y.M. (1988). Contiguity of distributions of multivariate point processes. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078470

Download citation

  • DOI: https://doi.org/10.1007/BFb0078470

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation