Absolute continuity and singularity of locally absolutely continuous probability distributions.~II
Sbornik. Mathematics, Tome 36 (1980) no. 1, pp. 31-58

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The second part of this study deals with criteria for the absolute continuity of measures for various classes of random processes, starting out from the general results in Part I. We consider processes with independent increments, semimartingales, multivariate point processes, Gaussian processes, Markov chains, and processes with a countable number of states. Bibliography: 33 titles.
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Yu. M. Kabanov; R. Sh. Liptser; A. N. Shiryaev. Absolute continuity and singularity of locally absolutely continuous probability distributions.~II. Sbornik. Mathematics, Tome 36 (1980) no. 1, pp. 31-58. http://geodesic.mathdoc.fr/item/SM_1980_36_1_a2/