On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson
Séminaire de probabilités de Strasbourg (1999)
- Volume: 33, page 221-239
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topSchachermayer, 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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- [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
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Citations in EuDML Documents
top- Walter Schachermayer, Addendum to the paper : “On certain probabilities equivalent to Wiener measure”
- Martin T. Barlow, Michel Émery, Frank B. Knight, Shiqi Song, Marc Yor, Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes
- Michel Émery, Espaces probabilisés filtrés : de la théorie de Vershik au mouvement brownien, via des idées de Tsirelson
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