Equivalence of measures induced by infinitely divisible processes

We find sufficient conditions for the equivalence of two measures on function space induced by infinitely divisible processes. The processes are not assumed to be stochastically continuous or to have independent increments. The theorem proved here is equivalent to known results in the special case of stochastically continuous processes with independent increments.

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Year of publication:	1983
Authors:	Veeh, Jerry Alan
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 13.1983, 1, p. 138-147
Publisher:	Elsevier
Subject:	Measures infinitely Divisible Processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160446