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.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
[BE 99] S. Beghdadi-Sakrani & M. Émery. On certain probabilities equivalent to coin-tossing, d'après Schachermayer. In this volume.
[DFST 96] 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.
[RY 91] D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Springer, 1991.
[T 97] B. Tsirelson. Triple points: From non-Brownian filtrations to harmonic measures. GAFA. Geom. funct. anal. 7, 1096–1142, 1997.
[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.
[vW 83] H. von Weizsäcker. Exchanging the order of taking suprema and countable intersections of σ-algebras. Ann. Inst. Henri Poincaré 19, 91–100, 1983.
[W 91] D. Williams. Probability with Martingales. Cambridge University Press, 1991.
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1999 Springer-Verlag
About this paper
Cite this paper
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
Download citation
DOI: https://doi.org/10.1007/BFb0096516
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
