On the supports and absolute continuity of infinitely divisible probability measures

John Yuan; Ta Chen Liang

doi:10.1007/bf02195907

On the supports and absolute continuity of infinitely divisible probability measures

Semigroup Forum ◽

10.1007/bf02195907 ◽

1976 ◽

Vol 12 (1) ◽

pp. 34-44 ◽

Cited By ~ 5

Author(s):

John Yuan ◽

Ta Chen Liang

Keyword(s):

Absolute Continuity ◽

Probability Measures ◽

Infinitely Divisible

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Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals

Stochastic Processes and their Applications ◽

10.1016/j.spa.2004.08.005 ◽

2005 ◽

Vol 115 (2) ◽

pp. 179-206 ◽

Cited By ~ 3

Author(s):

Iddo Ben-Ari ◽

Ross G. Pinsky

Keyword(s):

Relative Entropy ◽

Absolute Continuity ◽

Probability Measures ◽

Infinite Time ◽

Time Intervals

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Infinitely divisible probability measures and potential kernels

Probability Measures on Groups - Lecture Notes in Mathematics ◽

10.1007/bfb0063111 ◽

1979 ◽

pp. 22-35 ◽

Cited By ~ 2

Author(s):

Christian Berg ◽

Gunnar Forst

Keyword(s):

Probability Measures ◽

Infinitely Divisible

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Embedding of Infinitely Divisible Probability Measures

Probability Measures on Locally Compact Groups ◽

10.1007/978-3-642-66706-0_5 ◽

1977 ◽

pp. 163-248

Author(s):

Herbert Heyer

Keyword(s):

Probability Measures ◽

Infinitely Divisible

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Absolute Continuity of Infinitely Divisible Distributions under Translations

Theory of Probability and Its Applications ◽

10.1137/1110054 ◽

1965 ◽

Vol 10 (3) ◽

pp. 465-472 ◽

Cited By ~ 6

Author(s):

A. V. Skorokhod

Keyword(s):

Absolute Continuity ◽

Infinitely Divisible Distributions ◽

Infinitely Divisible

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Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(98)00055-6 ◽

1998 ◽

Vol 78 (1) ◽

pp. 1-26 ◽

Cited By ~ 1

Author(s):

Michael Braverman ◽

Gennady Samorodnitsky

Keyword(s):

Absolute Continuity ◽

Orlicz Spaces ◽

Infinitely Divisible ◽

Sample Paths ◽

Infinitely Divisible Processes

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ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES

Mathematics of the USSR-Sbornik ◽

10.1070/sm1977v033n02abeh002421 ◽

1977 ◽

Vol 33 (2) ◽

pp. 203-221 ◽

Cited By ~ 20

Author(s):

Ju M Kabanov ◽

R Š Lipcer ◽

A N Širjaev

Keyword(s):

Absolute Continuity ◽

Probability Measures

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PREDICTABLE CRITERIA FOR ABSOLUTE CONTINUITY AND SINGULARITY OF TWO PROBABILITY MEASURES

Statistics & Risk Modeling ◽

10.1524/strm.1986.4.23.227 ◽

1986 ◽

Vol 4 (2-3) ◽

Author(s):

F. Pukelsheim

Keyword(s):

Absolute Continuity ◽

Probability Measures

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Predictable criteria for the absolute continuity and singularity of probability measures for the optional case

Russian Mathematical Surveys ◽

10.1070/rm1991v046n04abeh002822 ◽

1991 ◽

Vol 46 (4) ◽

pp. 182-183

Author(s):

B Yu Kudryavtsev

Keyword(s):

Absolute Continuity ◽

Probability Measures ◽

The Absolute

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Absolute continuity conditions for multivariate infinitely divisible distributions and their applications

Теория вероятностей и ее применения ◽

10.4213/tvp4378 ◽

2011 ◽

Vol 56 (2) ◽

pp. 351-366

Author(s):

Mакото Ямазато ◽

Makoto Yamazato

Keyword(s):

Absolute Continuity ◽

Infinitely Divisible Distributions ◽

Infinitely Divisible

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On absolute continuity of probability measures for markov-itô processes

Lecture Notes in Control and Information Sciences - Stochastic Differential Systems Filtering and Control ◽

10.1007/bfb0004003 ◽

2005 ◽

pp. 114-128 ◽

Cited By ~ 3

Author(s):

Yu. M. Kabanov ◽

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Absolute Continuity ◽

Probability Measures

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