The Kakutani-Hellinger affinity of rocesses of It? processes driven by oisson random measures

摘要

Let X_1 and X_2 be two Hilbert-valued It? processes with respect to Lévy noise. et P_1 and P_2 be the probability measures induced by X_1 and X_2 on the Skorohod space. n the paper a formula is derived for the Kakutani-Hellinger affinity of P_1 and P_2. Since évy processes of pure jump type can be described by Poisson random measures, the esults holds also for It? processes driven by Lévy processes of pure jump type.