Filtration d'une marche aléatoire stationnaire sur le cercle

Christophe Leuridan

Séminaire de probabilités de Strasbourg (2002)

  • Volume: 36, page 335-347

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Leuridan, Christophe. "Filtration d'une marche aléatoire stationnaire sur le cercle." Séminaire de probabilités de Strasbourg 36 (2002): 335-347. <http://eudml.org/doc/114096>.

@article{Leuridan2002,
author = {Leuridan, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
language = {fre},
pages = {335-347},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Filtration d'une marche aléatoire stationnaire sur le cercle},
url = {http://eudml.org/doc/114096},
volume = {36},
year = {2002},
}

TY - JOUR
AU - Leuridan, Christophe
TI - Filtration d'une marche aléatoire stationnaire sur le cercle
JO - Séminaire de probabilités de Strasbourg
PY - 2002
PB - Springer - Lecture Notes in Mathematics
VL - 36
SP - 335
EP - 347
LA - fre
UR - http://eudml.org/doc/114096
ER -

References

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  2. [2] Emery M., Schachermayer W.A remark on Tsirel'son's differential equation. Séminaire de Probabilités XXXIII, Lecture Notes in Mathematics1709, Springer (1999), 291-303. Zbl0957.60064MR1768002
  3. [3] Emery M., Schachermayer W.. On Vershik's standardness criterion and Tsirel'son's notion of cosiness. Séminaire de Probabilités XXXV (2001), 265-305. Zbl1001.60039MR1837293
  4. [4] Revuz D.Markov chains. North-Holland Mathemetical Library (1975). Zbl0332.60045MR415773
  5. [5] Smorodinsky M.Processes with no standard extension. Israel Journal of Mathematics107 (1998), 327-331. Zbl0921.60074MR1658583
  6. [6] Tsirel'son B.An example of differential equation having no strong solution. Theory of Probability and Applications20, (1975) 427-430. Zbl0353.60061MR375461
  7. [7] Tsirel'son B.Triple points : from non-brownian filtrations to harmonic measures. Geometry and Functional Analysis7 (1997),1096-1142. Zbl0902.31004MR1487755
  8. [8] Vershik A.M.Approximation in measure theory. Dissertation. Leningrad Univ. (1973) (en russe). Version anglaise mise à jour et complétée : The theory of decreasing sequences of mesurable partitions. St Petersburg Mathematical Journal6 (1995), 705-761. Zbl0853.28009MR1304093
  9. [9] von Weizsäcker H.. Exchanging the order of taking suprema and countable intersections of σ-algebras. Annales de l'Institut Henri Poincaré, Section B91 (1983), 91-100. Zbl0509.60002MR699981
  10. [10] Yor M.De nouveaux résultats sur l'équation de Tsirel'son. Comptes-rendus de l'Académie des Sciences de Paris, 309 Série I (1983), 511-514. Zbl0697.60062MR1055470
  11. [11] Yor M.Tsirel'son's equation in discrete time. Probability Theory and Related Fields91 (1992), 135-152. Zbl0744.60033MR1147613

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