On certain almost brownian filtrations

M. Émery

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 3, page 285-305
  • ISSN: 0246-0203

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Émery, M.. "On certain almost brownian filtrations." Annales de l'I.H.P. Probabilités et statistiques 41.3 (2005): 285-305. <http://eudml.org/doc/77846>.

@article{Émery2005,
author = {Émery, M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {standard filtration; self-coupling; cosyness},
language = {eng},
number = {3},
pages = {285-305},
publisher = {Elsevier},
title = {On certain almost brownian filtrations},
url = {http://eudml.org/doc/77846},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Émery, M.
TI - On certain almost brownian filtrations
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 3
SP - 285
EP - 305
LA - eng
KW - standard filtration; self-coupling; cosyness
UR - http://eudml.org/doc/77846
ER -

References

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  1. [1] M. Arnaudon, Appendice à l’exposé précédent : la filtration naturelle du mouvement brownien indexé par R dans une variété compacte, in: Séminaire de Probabilités XXXIII, Lecture Notes in Math., vol. 1709, Springer, 1999. Zbl0949.60089MR1768003
  2. [2] P. Billingsley, Convergence of Probability Measures, Wiley, 1968. Zbl0172.21201MR233396
  3. [3] A.P. Carverhill, M.J. Chappell, K.D. Elworthy, Characteristic exponents for stochastic flows, in: Stochastic Processes – Mathematics and Physics, Lecture Notes in Math., vol. 1158, Springer, 1986. Zbl0651.60036MR838558
  4. [4] L. Dubins, J. Feldman, M. Smorodinsky, B. Tsirelson, Decreasing sequences of σ-fields and a measure change for Brownian motion, Ann. Probab.24 (1996) 882-904. Zbl0870.60078
  5. [5] M. Émery, W. Schachermayer, Brownian filtrations are not stable under equivalent time-changes, in: Séminaire de Probabilités XXXIII, Lecture Notes in Math., vol. 1709, Springer, 1999. Zbl0949.60087MR1768000
  6. [6] M. Émery, W. Schachermayer, On Vershik's standardness criterion and Tsirelson's notion of cosiness, in: Séminaire de Probabilités XXXV, Lecture Notes in Math., vol. 1755, Springer, 2001. Zbl1001.60039MR1837293
  7. [7] W. Gangbo, The Monge mass transfer problem and its applications, in: Monge–Ampère Equation: Applications to Geometry and Optimization, Contemp. Math., vol. 226, Amer. Math. Soc., 1999. Zbl0930.49025MR1660743
  8. [8] I.M. Glazman, Ju.I. Ljubič, Finite-Dimensional Linear Analysis: A Systematic Presentation in Problem Form, MIT Press, Cambridge, 1974. Zbl0332.15001MR354718
  9. [9] S. Laurent, Thèse. IRMA, Université de Strasbourg, 2004. Available at http://www-irma.u-strasbg.fr/irma/publications/2004/04022.shtml. 
  10. [10] M. Malric, Filtrations quotient de la filtration brownienne, in: Séminaire de Probabilités XXXV, Lecture Notes in Math., vol. 1755, Springer, 2001. Zbl0979.60070MR1837292
  11. [11] M. Malric, Correction au volume XXXV, in: Séminaire de Probabilités XXXVI, Lecture Notes in Math., vol. 1801, Springer, 2003. MR1971606
  12. [12] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer, 1999. Zbl0917.60006MR1725357
  13. [13] M. Smorodinsky, Processes with no standard extension, Israel J. Math.107 (1998) 327-331. Zbl0921.60074MR1658583
  14. [14] A. Vershik, The theory of decreasing sequences of measurable partitions, St. Petersburg Math. J.6 (1995) 705-761. Zbl0853.28009MR1304093

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