On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson

Walter Schachermayer

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 221-239

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Schachermayer, Walter. "On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson." Séminaire de probabilités de Strasbourg 33 (1999): 221-239. <http://eudml.org/doc/114009>.

@article{Schachermayer1999,
author = {Schachermayer, Walter},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian motion; Brownian filtration; parametrization of process},
language = {eng},
pages = {221-239},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson},
url = {http://eudml.org/doc/114009},
volume = {33},
year = {1999},
}

TY - JOUR
AU - Schachermayer, Walter
TI - On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 221
EP - 239
LA - eng
KW - Brownian motion; Brownian filtration; parametrization of process
UR - http://eudml.org/doc/114009
ER -

References

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  1. [BEKSY 98] M.T. Barlow, M. Émery F.B. Knight, S. Song, M. Yor, Autour d'un théorème de Tsirelson sur des filtrations Browniennes et non Browniennes, Séminaire de Probabilités XXXII, LNM, Springer1686 (1998), 264 - 305. Zbl0914.60064MR1655299
  2. [BE 99] S. Beghdadi-Sakrani, M. Émery, On certain probabilities equivalent to cointossing, d'après Schachermayer, in this volume (1999). Zbl0947.60080MR1767998
  3. [DFST 96] L. Dubins, J. Feldman, M. Smorodinsky, B. Tsirelson, Decreasing Sequences of σ-fields and a Measure Change for Brownian Motion, Annals of Probability24 (1996), 882 - 904. Zbl0870.60078MR1404533
  4. [EY 98] M. Émery M. Yor, Sur un théorème de Tsirelson relatif à des mouvements Browniens corrélés et à la nullité de certain temps locaux, Séminaire de Probabilités XXXII, LNM, Springer1686 (1998), 306 - 312. Zbl0949.60088MR1655300
  5. [F 96] J. Feldman, &isin;-close Measures Producing Nonisomorphic Filtrations, Annals of Probability24 (1996), 912 - 914. Zbl0879.60077
  6. [FT 96] J. Feldman, B. Tsirelson, Decreasing Sequences of σ-fields and a Measure Change for Brownian Motion II, Annals of Probability24 (1996), 905 - 911. Zbl0870.60079MR1404534
  7. [RY 91] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer (1991). Zbl0731.60002MR1083357
  8. [RY 94] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, second edition, Springer (1994). Zbl0804.60001MR1303781
  9. [S 98] M. Smorodinsky, An Example of a non Sub-Standard Process, to appear in Israel Journal of Math. (1998). 
  10. [SY 80] D.W. Stroock, M. Yor, On extremal solutions of martingale problems, Ann. Sci. Ecole Norm. Sup.13 (1980), 95 - 164. Zbl0447.60034MR584083
  11. [SY 81] D.W. Stroock, M. Yor, Some remarkable martingales, Sém. Prob. XV, LNM850 (1981), 590 - 603. Zbl0456.60048MR622590
  12. [T 97] B. Tsirelson, Triple points: from non-Brownian filtrations to harmonic measures, GAFA Geometric And Functional Analysis, Birkhäuser7 (1997), 1096-1142. Zbl0902.31004MR1487755
  13. [V 70] A.M. Vershik, Decreasing sequences of measurable partitions and their applications, Soviet. Math. Dokl.11 (1970), 1007 - 1011. Zbl0238.28011
  14. [V 73] A.M. Vershik, Approximation in measure theory. Dissertation, Leningrad Univ., In Russian (1973). 
  15. [V 95] A.M. Vershik, The Theory of Decreasing Sequences of Measurable Partitions, St. Petersburg Math. Journal6/4 (1995), 705 - 761. Zbl0853.28009MR1304093

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