On the Absolute Continuity and Singularity of Measures on Filtered Spaces: Separating Times

Alexander Cherny () and Mikhail Urusov ()
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Alexander Cherny: Moscow State University, Department of Probability Theory
Mikhail Urusov: Moscow State University, Department of Probability Theory

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 125-168 from Springer

Keywords: Brownian Motion; Absolute Continuity; Mutual Arrangement; Local Martingale; Bessel Process (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/978-3-540-30788-4_7

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