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Brownian filtrations are not stable under equivalent time-changes

  • M. Émery
  • W. Schachermayer
Questions de Filtrations
Part of the Lecture Notes in Mathematics book series (LNM, volume 1709)

Keywords

Brownian Motion Wiener Space Independent Sequence Standard Filtration Deterministic Sequence 
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.

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References

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Copyright information

© Springer-Verlag 1999

Authors and Affiliations

  • M. Émery
  • W. Schachermayer

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