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Brownian filtrations are not stable under equivalent time-changes

  • Questions de Filtrations
  • Conference paper
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Séminaire de Probabilités XXXIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1709))

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References

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Authors
  1. M. Émery
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  2. W. Schachermayer
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Editor information

Jacques Azéma Michel Émery Michel Ledoux Marc Yor

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© 1999 Springer-Verlag

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Émery, M., Schachermayer, W. (1999). Brownian filtrations are not stable under equivalent time-changes. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXIII. Lecture Notes in Mathematics, vol 1709. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096516

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  • DOI: https://doi.org/10.1007/BFb0096516

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66342-3

  • Online ISBN: 978-3-540-48407-3

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