Absolute continuity and singularity of two probability measures on a filtered space

S. S. Gabriyelyan

Let $\mu$ and $\nu$ be fixed probability measures on a filtered space $(\Omega ,\mathcal{F},({\mathcal{F}}_t{)}_{t\in {\mathbf{R}}^{+}})$. Denote by ${\mu }_T$ and ${\nu }_T$ (respectively, ${\mu }_{T-}$ and $ν_{T-}…