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Brownian filtrations are not stable under equivalent time-changes

Questions de Filtrations

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

Keywords

  • Brownian Motion
  • Wiener Space
  • Independent Sequence
  • Standard Filtration
  • Deterministic Sequence

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References

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© 1999 Springer-Verlag

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Émery, M., Schachermayer, W. (1999). Brownian filtrations are not stable under equivalent time-changes. 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/BFb0096516

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  • DOI: https://doi.org/10.1007/BFb0096516

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  • Print ISBN: 978-3-540-66342-3

  • Online ISBN: 978-3-540-48407-3

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