Exchanging the order of taking suprema and countable intersections of σ-algebras

Heinrich V. Weizsäcker

Annales de l'I.H.P. Probabilités et statistiques (1983)

  • Volume: 19, Issue: 1, page 91-100
  • ISSN: 0246-0203

How to cite

top

Weizsäcker, Heinrich V.. "Exchanging the order of taking suprema and countable intersections of σ-algebras." Annales de l'I.H.P. Probabilités et statistiques 19.1 (1983): 91-100. <http://eudml.org/doc/77202>.

@article{Weizsäcker1983,
author = {Weizsäcker, Heinrich V.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {sigma fields; tail behaviour; exchanging suprema and intersections; global Markov property},
language = {eng},
number = {1},
pages = {91-100},
publisher = {Gauthier-Villars},
title = {Exchanging the order of taking suprema and countable intersections of σ-algebras},
url = {http://eudml.org/doc/77202},
volume = {19},
year = {1983},
}

TY - JOUR
AU - Weizsäcker, Heinrich V.
TI - Exchanging the order of taking suprema and countable intersections of σ-algebras
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1983
PB - Gauthier-Villars
VL - 19
IS - 1
SP - 91
EP - 100
LA - eng
KW - sigma fields; tail behaviour; exchanging suprema and intersections; global Markov property
UR - http://eudml.org/doc/77202
ER -

References

top
  1. [1] S. Albeverio and R. Høegh-Krohn, The global Markov property for euclidean and lattice fields. Physics letters, t. 84B, 1979, p. 89-90. Zbl0443.60099MR533849
  2. [2] H. Föllmer, On the global Markov property, L. Streit (ed.): Quantum fields-algebras, -processesSpringer:Wien, 1980. Zbl0457.60077MR601817
  3. [3] S. Goldstein, Remarks on the Global MarkovProperty. Comm. math. Phys., t. 74, 1980, p. 223-234. Zbl0429.60097MR578041
  4. [4] K. Ito and M. Nisio, On stationary solutions of a stochastic differential equation.J. Math., Kyoto Univ., t. 4, 1964, p. 1-75. Zbl0131.16402MR177456
  5. [5] G. Kallianpur and V. Mandrekhar, The Markov property for generalized Gaussian random fields. Ann. Inst. Fourier (Grenoble), t. 24, 1974, p. 143-167. Zbl0275.60054MR405569
  6. [6] R. Kotecky and D. Preiss, Markoff property of generalized random fields. 7th Winter School on Abstract Analysis. Math. Inst. of the Cz. Acad. of Sciences, Praha, 1979. 
  7. [7] H. Künsch, Gaussian Markov random fields. J. of the Fac. of Sciences. Univ. of Tokyo, Sec. IA, t. 26, 1979, p. 53-73. Zbl0408.60038MR539773
  8. [8] D. Maharam, An example on tail fields. In: Measure Theory, Applications to Stochastic Analysis (G. Kallianpur and D. Kölzow, eds.). Lecture Notes in Math., 695, Springer, Berlin, etc., 1978, p. 215. Zbl0401.60002MR527090
  9. [9] P.A. Meyer et M. Yor, Sur la théorie de la prédiction, et le problème de décomposition des tribus F0t+. Sém. de Probabilités X. Lecture Notes in Math., 511, Springer, Berlin, etc., 1976. Zbl0332.60025
  10. [10] E. Nelson, Probability theory and Euclidean field theory in G. Velo, A. Wightman (eds.). Lecture Notes in Physics, 25, Springer, Berlin, etc., 1973. Zbl0367.60108MR395513
  11. [11] D. Ornstein and B. Weiss, Every transformation is bilaterally deterministic. Isr. J. of Math., t. 21, 1975, p. 154-158. Zbl0325.28016MR382600
  12. [12] M. Rosenblatt, Stationary processes as shifts of functions of independent random variables.J. Math. Mech., t. 8, 1959, p. 665-681. Zbl0092.33601MR114249
  13. [13] B.S. Tsirel'son, An example of a stochastic differential equation having no strong solution. Theory of probability and its applications, t. 20, 1975, p. 416-418. Zbl0353.60061
  14. [14] v. H. Weizsäcker, A simple example concerning the global Markov Property of lattice random fields. 8th Winter School on Abstract Analysis. Math. Inst. of the Cz. Acad of Sciences, Praha, 1980. 
  15. [15] G. Winkler, The number of phases of inhomogeneous Markov fields with finite state space on N and Z and their behaviour at infinity. To appear in Math. Nachr. Zbl0488.60100MR657885

Citations in EuDML Documents

top
  1. Michel Émery, Walter Schachermayer, Brownian filtrations are not stable under equivalent time-changes
  2. Thierry Jeulin, Marc Yor, Filtration des ponts browniens et équations différentielles stochastiques linéaires
  3. Thierry Jeulin, Marc Yor, Une décomposition non-canonique du drap brownien
  4. Christophe Leuridan, Filtration d'une marche aléatoire stationnaire sur le cercle
  5. A. Budhiraja, Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter
  6. Marc Malric, Propriétés d'échange et fins d'ensembles optionnels
  7. Martin T. Barlow, Jim Pitman, Marc Yor, On Walsh's brownian motions
  8. Jean Brossard, Michel Émery, Christophe Leuridan, Maximal brownian motions
  9. Michel Émery, Walter Schachermayer, A remark on Tsirelson's stochastic differential equation
  10. Shiqi Song, Optional splitting formula in a progressively enlarged filtration

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.