Geodesic
Characterization of density processes of deformed stochastic bases of the first kind
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Stochastic calculus, martingales, and their applications, Tome 287 (2014), pp. 267-278

Voir la notice de l'article provenant de la source Math-Net.Ru

We propose a method for reducing a deformed stochastic basis of the first kind to a weakly deformed one. In the case when every $\sigma$-algebra of a filtration is generated by an at most countable partition of the sample space into atoms, we study the problems of constructing deformations of the first kind from a given density process. 
@article{TM_2014_287_a14,
     author = {I. V. Pavlov and O. V. Nazarko},
     title = {Characterization of density processes of deformed stochastic bases of the first kind},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {267--278},
     publisher = {mathdoc},
     volume = {287},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_2014_287_a14/}
}
TY  - JOUR
AU  - I. V. Pavlov
AU  - O. V. Nazarko
TI  - Characterization of density processes of deformed stochastic bases of the first kind
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2014
SP  - 267
EP  - 278
VL  - 287
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TM_2014_287_a14/
LA  - ru
ID  - TM_2014_287_a14
ER  - 
%0 Journal Article
%A I. V. Pavlov
%A O. V. Nazarko
%T Characterization of density processes of deformed stochastic bases of the first kind
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2014
%P 267-278
%V 287
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TM_2014_287_a14/
%G ru
%F TM_2014_287_a14
I. V. Pavlov; O. V. Nazarko. Characterization of density processes of deformed stochastic bases of the first kind. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Stochastic calculus, martingales, and their applications, Tome 287 (2014), pp. 267-278. http://geodesic.mathdoc.fr/item/TM_2014_287_a14/