On certain almost brownian filtrations
Émery, M.
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005), p. 285-305 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU) 
@article{AIHPB_2005__41_3_285_0,
     author = {\'Emery, Michel},
     title = {On certain almost brownian filtrations},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {41},
     year = {2005},
     pages = {285-305},
     doi = {10.1016/j.anihpb.2005.01.001},
     mrnumber = {2139021},
     zbl = {1082.60070},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2005__41_3_285_0}
}

Émery, M. On certain almost brownian filtrations. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) pp. 285-305. doi : 10.1016/j.anihpb.2005.01.001. http://gdmltest.u-ga.fr/item/AIHPB_2005__41_3_285_0/

[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. | Numdam | MR 1768003 | Zbl 0949.60089

[2] P. Billingsley, Convergence of Probability Measures, Wiley, 1968. | MR 233396 | Zbl 0172.21201

[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. | MR 838558 | Zbl 0651.60036

[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. | Zbl 0870.60078

[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. | Numdam | MR 1768000 | Zbl 0949.60087

[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. | Numdam | MR 1837293 | Zbl 1001.60039

[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. | MR 1660743 | Zbl 0930.49025

[8] I.M. Glazman, Ju.I. Ljubič, Finite-Dimensional Linear Analysis: A Systematic Presentation in Problem Form, MIT Press, Cambridge, 1974. | MR 354718 | Zbl 0332.15001

[9] S. Laurent, Thèse. IRMA, Université de Strasbourg, 2004. Available at http://www-irma.u-strasbg.fr/irma/publications/2004/04022.shtml.

[10] M. Malric, Filtrations quotient de la filtration brownienne, in: Séminaire de Probabilités XXXV, Lecture Notes in Math., vol. 1755, Springer, 2001. | Numdam | MR 1837292 | Zbl 0979.60070

[11] M. Malric, Correction au volume XXXV, in: Séminaire de Probabilités XXXVI, Lecture Notes in Math., vol. 1801, Springer, 2003. | Numdam | MR 1971606

[12] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer, 1999. | MR 1725357 | Zbl 0917.60006

[13] M. Smorodinsky, Processes with no standard extension, Israel J. Math. 107 (1998) 327-331. | MR 1658583 | Zbl 0921.60074

[14] A. Vershik, The theory of decreasing sequences of measurable partitions, St. Petersburg Math. J. 6 (1995) 705-761. | MR 1304093 | Zbl 0853.28009