Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
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.
P. Brémaud & M. Yor. Changes of filtrations and of probability measures. Z. Wahrschein-lichkeitstheorie verw. Gebiete 45, 269–295, 1978.
C. Dellacherie, B. Maisonneuve & P. A. Meyer. Probabilités et Potentiel. Chapitres XVII à XXIV: Processus de Markov (fin), Compléments de calcul stochastique. Hermann. 1992.
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.
J. Feldman & B. Tsirelson. Decreasing sequences of σ-fields and a measure change for Brownian motion. II. Ann. Prob. 24, 905–911, 1996.
R.K. Getoor & M.J. Sharpe. Conformal martingales. Inventiones math. 16, 271–308, 1972.
L. Gross. Logarithmic Sobolev inequalities and contractive properties of semigroups. Dirichlet Forms. Lecture Notes in Mathematics 1563, Springer 1993.
S. Janson. Gaussian Hilbert Spaces. Cambridge Tracts in Mathematics 129. Cambridge University Press 1997.
T. Jeulin & M. Yor. Nouveaux résultats sur le grossissement des tribus. Ann. Scient. E.N.S. 11, 429–443, 1978.
T. Lindvall & L.C.G. Rogers. Coupling of multidimensional diffusions by reflexion. Ann. Prob. 14, 860–872, 1986.
E. Nelson. The free Markov field. J. Funct. Anal. 12, 211–227, 1973.
J. Neveu. Sur l'espérance conditionnelle par rapport à un mouvement brownien. Ann. Inst. Henri Poincaré Section B, 12, 105–109, 1976.
D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Springer, 1991.
W. Schachermayer. On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson. In this volume.
J.-P. Thouvenot. Private communication.
B. Tsirelson. Triple points: From non-Brownian filtrations to harmonic measures. GAFA, Geom. funct. anal. 7, 1096–1142, 1997.
Editor information
Rights 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