On certain probabilities equivalent to coin-tossing, d'après Schachermayer

Samia Beghdadi-Sakrani; Michel Émery

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 240-256

How to cite

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Beghdadi-Sakrani, Samia, and Émery, Michel. "On certain probabilities equivalent to coin-tossing, d'après Schachermayer." Séminaire de probabilités de Strasbourg 33 (1999): 240-256. <http://eudml.org/doc/114010>.

@article{Beghdadi1999,
author = {Beghdadi-Sakrani, Samia, Émery, Michel},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Wiener space; Brownian motion; immersions of filtrations; coin-tossing; cosiness},
language = {eng},
pages = {240-256},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On certain probabilities equivalent to coin-tossing, d'après Schachermayer},
url = {http://eudml.org/doc/114010},
volume = {33},
year = {1999},
}

TY - JOUR
AU - Beghdadi-Sakrani, Samia
AU - Émery, Michel
TI - On certain probabilities equivalent to coin-tossing, d'après Schachermayer
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 240
EP - 256
LA - eng
KW - Wiener space; Brownian motion; immersions of filtrations; coin-tossing; cosiness
UR - http://eudml.org/doc/114010
ER -

References

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  2. [2] P. Brémaud & M. Yor. Changes of filtrations and of probability measures. Z. Wahrscheinlichkeitstheorie verw. Gebiete45, 269-295, 1978. Zbl0415.60048
  3. [3] C. Dellacherie, B. Maisonneuve & P.A. Meyer. Probabilités et Potentiel. Chapitres XVII à XXIV : Processus de Markov (fin), Compléments de calcul stochastique. Hermann. 1992. 
  4. [4] 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. Zbl0870.60078
  5. [5] J. Feldman & B. Tsirelson. Decreasing sequences of σ-fields and a measure change for Brownian motion. IIAnn. Prob.24, 905-911, 1996. Zbl0870.60079
  6. [6] R.K. Getoor & M.J. Sharpe. Conformal martingales. Inventiones math.16, 271-308, 1972. Zbl0268.60048
  7. [7] L. Gross. Logarithmic Sobolev inequalities and contractive properties of semigroups. Dirichlet Forms, Lecture Notes in Mathematics1563, Springer1993. Zbl0812.47037MR1292277
  8. [8]. S. Janson. Gaussian Hilbert Spaces. Cambridge Tracts in Mathematics129. Cambridge University Press1997. Zbl0887.60009MR1474726
  9. [9] T. Jeulin & M. Yor. Nouveaux résultats sur le grossissement des tribus. Ann. Scient. E.N.S.11, 429-443, 1978. Zbl0414.60054
  10. [10] T. Lindvall & L.C.G. Rogers. Coupling of multidimensional diffusions by reflexion. Ann. Prob.14, 860-872, 1986. Zbl0593.60076
  11. [11] E. Nelson. The free Markov field. J. Funct. Anal.12, 211-227, 1973. Zbl0273.60079MR343816
  12. [12] J. Neveu. Sur l'espérance conditionnelle par rapport à un mouvement brownien. Ann. Inst. Henri Poincaré, Section B, 12, 105-109, 1976. Zbl0356.60028MR431400
  13. [13] D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Springer, 1991. Zbl0731.60002
  14. [14] W. Schachermayer. On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson. In this volume. Zbl0947.60079
  15. [15] J.-P. Thouvenot. Private communication. 
  16. [16] B. Tsirelson. Triple points: From non-Brownian filtrations to harmonic measures. GAFA, Geom. funct. anal.7, 1096-1142, 1997. Zbl0902.31004MR1487755

Citations in EuDML Documents

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  1. Marc Malric, Filtrations quotients de la filtration brownienne
  2. Walter Schachermayer, Addendum to the paper : “On certain probabilities equivalent to Wiener measure”
  3. Samia Beghdadi-Sakrani, Une martingale non pure, dont la filtration est brownienne
  4. Michel Émery, Walter Schachermayer, On Vershik's standardness criterion and Tsirelson's notion of cosiness
  5. Michel Émery, Espaces probabilisés filtrés : de la théorie de Vershik au mouvement brownien, via des idées de Tsirelson

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