$\epsilon$-close measures producing nonisomorphic filtrations
Feldman, J.
Ann. Probab., Tome 24 (1996) no. 2, p. 912-915 / Harvested from Project Euclid
A consequence of the preceding two papers is this. Let ${A_t: 0 \leq t < \infty}$ be the filtration of a stochastic process on $(\Omega, A,P)$. Under a mild assumption on the process, there exist, for any $\varepsilon > 0$, uncountably many probability measures $Q_\alpha$ with $(1 - \varepsilon) P \leq Q_\alpha \leq (1+ \varepsilon)P$ so that no two of the filtrations $(\Omega, (A_t)_{o \leq t}, Q_\alpha)$ and $(\Omega (A_t)_{o\leq t}, Q_\beta), \alpha \not= \beta$, can be generated by equivalent stochastic processes.
Publié le : 1996-04-14
Classification:  Decreasing sequence of measurable partitions,  reverse filtration,  60G07
@article{1039639369,
     author = {Feldman, J.},
     title = {$\epsilon$-close measures producing nonisomorphic
		 filtrations},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 912-915},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1039639369}
}
Feldman, J. $\epsilon$-close measures producing nonisomorphic
		 filtrations. Ann. Probab., Tome 24 (1996) no. 2, pp.  912-915. http://gdmltest.u-ga.fr/item/1039639369/