Part of the Lecture Notes in Mathematics book series (LNM, volume 1709)
Brownian filtrations are not stable under equivalent time-changes
KeywordsBrownian 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.
Unable to display preview. Download preview PDF.
- [BE 99] S. Beghdadi-Sakrani & M. Émery. On certain probabilities equivalent to coin-tossing, d'après Schachermayer. In this volume.Google Scholar
- [RY 91] D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Springer, 1991.Google Scholar
- [V 73] A. M. Vershik. Approximation in measure theory. Doctor Thesis. Leningrad 1973. Expanded and updated english version: The theory of decreasing sequences of measurable partitions. St. Petersburg Math. J. 6, 705–761, 1995.Google Scholar
- [W 91] D. Williams. Probability with Martingales. Cambridge University Press, 1991.Google Scholar
© Springer-Verlag 1999