Skip to main content

On certain probabilities equivalent to Coin-Tossing, d'Après Schachermayer

Questions de Filtrations

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

Keywords

  • Brownian Motion
  • Probability Space
  • Logarithmic Sobolev Inequality
  • Wiener Space
  • Natural Filtration

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. M.T. Barlow. M. Émery, F.B. Knight. S. Song & M. Yor. Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes. Séminaire de Probabilités XXXII. Lecture Notes in Mathematics 1686. Springer 1998.

    Google Scholar 

  2. P. Brémaud & M. Yor. Changes of filtrations and of probability measures. Z. Wahrschein-lichkeitstheorie verw. Gebiete 45, 269–295, 1978.

    CrossRef  MathSciNet  MATH  Google Scholar 

  3. C. Dellacherie, B. Maisonneuve & P. A. Meyer. Probabilités et Potentiel. Chapitres XVII à XXIV: Processus de Markov (fin), Compléments de calcul stochastique. Hermann. 1992.

    Google Scholar 

  4. L. Dubins, J. Feldman, M. Smorodinsky & B. Tsirelson. Decreasing sequences of σ-fields and a measure change for Brownian motion Ann. Prob. 24, 882–904. 1996.

    CrossRef  MathSciNet  MATH  Google Scholar 

  5. J. Feldman & B. Tsirelson. Decreasing sequences of σ-fields and a measure change for Brownian motion. II. Ann. Prob. 24, 905–911, 1996.

    CrossRef  MathSciNet  MATH  Google Scholar 

  6. R.K. Getoor & M.J. Sharpe. Conformal martingales. Inventiones math. 16, 271–308, 1972.

    CrossRef  MathSciNet  MATH  Google Scholar 

  7. L. Gross. Logarithmic Sobolev inequalities and contractive properties of semigroups. Dirichlet Forms. Lecture Notes in Mathematics 1563, Springer 1993.

    Google Scholar 

  8. S. Janson. Gaussian Hilbert Spaces. Cambridge Tracts in Mathematics 129. Cambridge University Press 1997.

    Google Scholar 

  9. T. Jeulin & M. Yor. Nouveaux résultats sur le grossissement des tribus. Ann. Scient. E.N.S. 11, 429–443, 1978.

    MathSciNet  MATH  Google Scholar 

  10. T. Lindvall & L.C.G. Rogers. Coupling of multidimensional diffusions by reflexion. Ann. Prob. 14, 860–872, 1986.

    CrossRef  MathSciNet  MATH  Google Scholar 

  11. E. Nelson. The free Markov field. J. Funct. Anal. 12, 211–227, 1973.

    CrossRef  MATH  Google Scholar 

  12. J. Neveu. Sur l'espérance conditionnelle par rapport à un mouvement brownien. Ann. Inst. Henri Poincaré Section B, 12, 105–109, 1976.

    MathSciNet  MATH  Google Scholar 

  13. D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Springer, 1991.

    Google Scholar 

  14. W. Schachermayer. On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson. In this volume.

    Google Scholar 

  15. J.-P. Thouvenot. Private communication.

    Google Scholar 

  16. B. Tsirelson. Triple points: From non-Brownian filtrations to harmonic measures. GAFA, Geom. funct. anal. 7, 1096–1142, 1997.

    CrossRef  MathSciNet  MATH  Google Scholar 

Download references

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1999 Springer-Verlag

About this paper

Cite this paper

Beghdadi-Sakrani, S., Émery, M. (1999). On certain probabilities equivalent to Coin-Tossing, d'Après Schachermayer. 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/BFb0096514

Download citation

  • DOI: https://doi.org/10.1007/BFb0096514

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66342-3

  • Online ISBN: 978-3-540-48407-3

  • eBook Packages: Springer Book Archive