Geodesic
Characterization of density processes of deformed stochastic bases of the first kind
Informatics and Automation, 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{TRSPY_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 = {Informatics and Automation},
     pages = {267--278},
     publisher = {mathdoc},
     volume = {287},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TRSPY_2014_287_a14/}
}
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I. V. Pavlov; O. V. Nazarko. Characterization of density processes of deformed stochastic bases of the first kind. Informatics and Automation, Stochastic calculus, martingales, and their applications, Tome 287 (2014), pp. 267-278. http://geodesic.mathdoc.fr/item/TRSPY_2014_287_a14/