Geodesic
On conditions for absolute continuity of probability measures
Sbornik. Mathematics, Tome 35 (1979) no. 5, pp. 697-707 
A. A. Novikov. On conditions for absolute continuity of probability measures. Sbornik. Mathematics, Tome 35 (1979) no. 5, pp. 697-707. http://geodesic.mathdoc.fr/item/SM_1979_35_5_a4/
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Voir la notice de l'article provenant de la source Math-Net.Ru

A number of sufficient conditions are obtained for the absolute continuity of probability measures under the assumption that their restrictions to some increasing system of $\sigma$-algebras are absolutely continuous. An example is given which shows that these conditions are close to being best possible. Bibliography: 7 titles.

[1] Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “K voprosu ob absolyutnoi nepreryvnosti i singulyarnosti veroyatnostnykh mer”, Matem. sb., 104(146) (1977), 227–247 | MR | Zbl

[2] P. A. Meier, Veroyatnost i potentsialy, izd-vo “Mir”, Moskva, 1973

[3] Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolyutnaya nepreryvnost i singulyarnost lokalno absolyutno nepreryvnykh veroyatnostnykh raspredelenii”, Matem. sb., 107(149) (1978), 364–415 | MR | Zbl

[4] A. A. Novikov, “Ob odnom tozhdestve dlya stakhosticheskikh integralov”, Teoriya veroyatn., XVII:4 (1972), 761–765 ; “Письмо в редакцию”, Теория вероятн., XVIII:3 (1973), 608

[5] A. A. Novikov, “O razryvnykh martingalakh”, Teoriya veroyatn., XX:1 (1975), 13–28

[6] D. Lepingle, J. Memin, Sur Ilintegrabilite uniform des martingales exponentielles, preprint, 1977 | Zbl

[7] T. T. Kadota, L. A. Shepp, “Conditions for the absolute continuit between a certain par of probability measures”, Z. W-theorie, 16:3 (1970), 250–260 ; “Замечание при корректуре”, Эта работа в переработанном виде напечатана в Z. W-theorie, 42:3 | MR | Zbl | Zbl