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)


Brownian Motion Wiener Space Independent Sequence Standard Filtration Deterministic Sequence 
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© Springer-Verlag 1999

Authors and Affiliations

  • M. Émery
  • W. Schachermayer

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