Abstract
Each stochastic process, in particular the Wiener process, has a finitely additive cousin whose paths are polynomials, and another cousin whose paths are step functions.
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David Blackwell and Lester Dubins. On existence and non-existence of proper, regular, conditional distributions. Ann. Prob. 3 (1975), 741–752.
Lester Dubins and Karel Prickry. On the existence of disintegrations. Séminaire de Probabilités XXIX (1995), 248–259.
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© 1999 Springer-Verlag
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Dubins, L.E. (1999). Paths of finitely additive Brownian Motion need not be bizarre. 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/BFb0096529
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DOI: https://doi.org/10.1007/BFb0096529
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