Summary
In this paper we calculate Hellinger integrals of order α for the distribution laws of processes with independent increments. We consider the problems of absolute continuity, mutual singularity and contiguity in further applications. By using Hellinger processes the above problems can be treated in a new systematic manner.
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Les auteurs tiennet à remercier J.Jacod et les referees: leurs remarques ont permis d'améliorer la première version de ce texte.
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Memin, J., Shiryayev, A.N. Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants. Z. Wahrscheinlichkeitstheorie verw Gebiete 70, 67–89 (1985). https://doi.org/10.1007/BF00532238
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DOI: https://doi.org/10.1007/BF00532238