Equivalence of measures induced by infinitely divisible processes

Jerry Alan Veeh

Journal of Multivariate Analysis, 1983, vol. 13, issue 1, 138-147

Abstract: We find sufficient conditions for the equivalence of two measures on function space induced by infinitely divisible processes. The processes are not assumed to be stochastically continuous or to have independent increments. The theorem proved here is equivalent to known results in the special case of stochastically continuous processes with independent increments.

Keywords: Measures; infinitely; Divisible; Processes (search for similar items in EconPapers)
Date: 1983
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