R. Hopfner et E. Locherbach, Statistical models for birth and death on a flow: Local absolute continuity and likelihood ratio processes, SC J STAT, 26(1), 1999, pp. 107-128
We consider statistical models for birth and death on a dow. We give necess
ary and sufficient conditions for local absolute continuity between laws of
such processes on a suitable canonical path space, and prove that likeliho
od ratio processes do have a very simple form. Key tools are criteria for l
ocal absolute continuity of laws of l-point motions-for arbitrary l-on stoc
hastic flows, under an assumption on the structure of infinitesimal covaria
nces.