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On some classical measure-theoretic theorems for non-sigma-complete Boolean algebras

Walter Schachermayer — 1982

CONTENTSIntroduction...................................................................................5§1. Preliminaries...........................................................................7§2. Definitions and a theorem of Diestel, Faires and Huff.............9§3. Examples...............................................................................13§4. Some special classes of Boolean algebras ..........................19§5. The Grothendieck property...................................................22§6....

Supporteurs des prodistributions et mesures cylindriques

Walter Schachermayer

Séminaire Paul Krée

A characterisation of the closure of $H^{\infty}$ in $B M O$

Walter Schachermayer — 1996

Séminaire de probabilités de Strasbourg

Addendum to the paper : “On certain probabilities equivalent to Wiener measure”

Walter Schachermayer — 2002

Séminaire de probabilités de Strasbourg

On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson

Walter Schachermayer — 1999

Séminaire de probabilités de Strasbourg

For a Banach space isomorphic to its square the Radon-Nikodým property and the Krein-Milman property are equivalent

Walter Schachermayer — 1985

Studia Mathematica

The class of Banach spaces, which do not have c0 as a spreading model, is not L2-hereditary

Walter Schachermayer — 1983

Annales de l'I.H.P. Probabilités et statistiques

A remark on Tsirelson's stochastic differential equation

Michel Émery; Walter Schachermayer — 1999

Séminaire de probabilités de Strasbourg

Brownian filtrations are not stable under equivalent time-changes

Michel Émery; Walter Schachermayer — 1999

Séminaire de probabilités de Strasbourg

A bipolar theorem for L $_{+}^{0} (Ω, ℱ, 𝐏)$

Werner Brannath; Walter Schachermayer — 1999

Séminaire de probabilités de Strasbourg

An inequality for the predictable projection of an adapted process

Freddy Delbaen; Walter Schachermayer — 1995

Séminaire de probabilités de Strasbourg

A general version of the fundamental theorem of asset pricing.

Freddy Delbaen; Walter Schachermayer — 1994

Mathematische Annalen

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

Michel Émery; Walter Schachermayer — 2001

Séminaire de probabilités de Strasbourg

The Banach space of workable contingent claims in arbitrage theory

Freddy Delbaen; Walter Schachermayer — 1997

Annales de l'I.H.P. Probabilités et statistiques

A generalized dual maximizer for the Monge–Kantorovich transport problem

Mathias Beiglböck; Christian Léonard; Walter Schachermayer — 2012

ESAIM: Probability and Statistics

The dual attainment of the Monge–Kantorovich transport problem is analyzed in a general setting. The spaces are assumed to be polish and equipped with Borel probability measures and . The transport cost function : × → [0,∞] is assumed to be Borel measurable. We show that a dual optimizer always exists, provided we interpret it as a projective limit of certain finitely additive measures. Our methods are functional analytic and rely on Fenchel’s perturbation technique.

Functions in $L^{\infty} (G)$ and associated convolution operators

Françoise Lust-Piquard; Walter Schachermayer — 1989

Studia Mathematica

A general duality theorem for the Monge-Kantorovich transport problem

Mathias Beiglböck; Christian Léonard; Walter Schachermayer — 2012

Studia Mathematica

The duality theory for the Monge-Kantorovich transport problem is analyzed in a general setting. The spaces X,Y are assumed to be Polish and equipped with Borel probability measures μ and ν. The transport cost function c: X × Y → [0,∞] is assumed to be Borel. Our main result states that in this setting there is no duality gap provided the optimal transport problem is formulated in a suitably relaxed way. The relaxed transport problem is defined as the limiting cost of the partial transport...

Hiding a constant drift

Vilmos Prokaj; Miklós Rásonyi; Walter Schachermayer — 2011

Annales de l'I.H.P. Probabilités et statistiques

The following question is due to Marc Yor: Let be a brownian motion and =+ . Can we define an -predictable process such that the resulting stochastic integral (⋅) is a brownian motion (without drift) in its own filtration, i.e. an -brownian motion? In this paper we show that by dropping the requirement of -predictability of we can give a positive answer to this question. In other words, we are able to show that there is a weak solution to Yor’s question. The original...