On Vershik's standardness criterion and Tsirelson's notion of cosiness

Michel Émery; Walter Schachermayer

Séminaire de probabilités de Strasbourg (2001)

  • Volume: 35, page 265-305

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Émery, Michel, and Schachermayer, Walter. "On Vershik's standardness criterion and Tsirelson's notion of cosiness." Séminaire de probabilités de Strasbourg 35 (2001): 265-305. <http://eudml.org/doc/114067>.

@article{Émery2001,
author = {Émery, Michel, Schachermayer, Walter},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {filtration; standard filtration; cosy; innovation problem},
language = {eng},
pages = {265-305},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On Vershik's standardness criterion and Tsirelson's notion of cosiness},
url = {http://eudml.org/doc/114067},
volume = {35},
year = {2001},
}

TY - JOUR
AU - Émery, Michel
AU - Schachermayer, Walter
TI - On Vershik's standardness criterion and Tsirelson's notion of cosiness
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 265
EP - 305
LA - eng
KW - filtration; standard filtration; cosy; innovation problem
UR - http://eudml.org/doc/114067
ER -

References

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  14. [14] M. Smorodinsky. Processes with no standard extension. Israel J. Math.107, 327-331, 1998. Zbl0921.60074MR1658583
  15. [15] B. Tsirelson. Triple points: From non-Brownian filtrations to harmonic measures. GAFA, Geom. funct. anal.7, 1096-1142, 1997. Zbl0902.31004MR1487755
  16. [16] B. Tsirelson. About Yor's problem. Unpublished preprint, Tel Aviv University. 
  17. [17] A.M. Vershik. Approximation in measure theory. Doctor Thesis, Leningrad1973. Expanded and updated english version: The theory of decreasing sequences of measurable partitions. St. Petersburg Math. J.6, 705-761, 1995. Zbl0853.28009
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