Decreasing sequences of $\sigma$-fields and a measure change for Brownian motion. II
Feldman, Jacob ; Tsirelson, Boris
Ann. Probab., Tome 24 (1996) no. 2, p. 905-911 / Harvested from Project Euclid
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Sharpening the main result of the preceding paper, it is shown that if, $B_t,0 \leq t < \infty$ is a standard Brownian motion on $(\Omega,F,P)$, then for any $\varepsilon > 0$ there is a probability measure $Q$ with $(1 - \varepsilon)P \leq Q \leq (1= \varepsilon)P$ such that the filtration of B cannot be generated by any Brownian motion on $(\Omega,F,Q)$.
Publié le : 1996-04-14
Classification:  Brownian filtration,  equivalent measure,  bounded density,  decreasing sequence of measurable partitions,  60J65,  28C20,  60G07,  60H10 
@article{1039639368,
     author = {Feldman, Jacob and Tsirelson, Boris},
     title = {Decreasing sequences of $\sigma$-fields and a measure change for
		 Brownian motion. II},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 905-911},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1039639368}
}

Feldman, Jacob; Tsirelson, Boris. Decreasing sequences of $\sigma$-fields and a measure change for
		 Brownian motion. II. Ann. Probab., Tome 24 (1996) no. 2, pp.  905-911. http://gdmltest.u-ga.fr/item/1039639368/