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Conditions for contiguity

  • Special Problems In Martingale Theory And Stochastic Calculus
  • Conference paper
  • First Online:
Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 96))

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Abstract

Conditions for contiguity of a sequence of distributions Pn with respect to Qn are established in the present paper. Pn and Qn are defined on a filtered space and the conditions are formulated in terms of functionals of Qn and the predictable characteristics of the density processes.

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References

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Author information

Authors and Affiliations

  1. Wilhelm-Pieck-Universität Rostock, Universitätsplatz 5, 2500, Rostock, DDR

    F. Liese

Authors
  1. F. Liese
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Editor information

Hans Jürgen Engelbert Wolfgang Schmidt

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© 1987 Springer-Verlag

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Liese, F. (1987). Conditions for contiguity. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038951

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  • DOI: https://doi.org/10.1007/BFb0038951

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18010-4

  • Online ISBN: 978-3-540-47245-2

  • eBook Packages: Springer Book Archive

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