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- W2735956210 abstract "Consider a stochastic process with two probability laws, one of which is absolutely continuous with respect to the other. Under each law, we look at a process consisting of the conditional distributions of the future given the past. Blackwell and Dubins (1962) showed in discrete case that those conditional distributions merge as we observe more and more; more precisely, the total variation distance between them converges to 0 a.s. In this paper we prove its extension to continuous time case using the prediction process of F. B. Knight." @default.
- W2735956210 created "2017-07-21" @default.
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- W2735956210 date "1997-01-01" @default.
- W2735956210 modified "2023-10-16" @default.
- W2735956210 title "A Limit Theorem for the Prediction Process under Absolute Continuity" @default.
- W2735956210 hasPublicationYear "1997" @default.
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