On certain probabilities equivalent to coin-tossing, d'après Schachermayer
Beghdadi-Sakrani, Samia ; Émery, Michel
Séminaire de probabilités de Strasbourg, Tome 33 (1999), p. 240-256 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU) 
@article{SPS_1999__33__240_0,
     author = {Beghdadi-Sakrani, Samia and \'Emery, Michel},
     title = {On certain probabilities equivalent to coin-tossing, d'apr\`es Schachermayer},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {33},
     year = {1999},
     pages = {240-256},
     mrnumber = {1767998},
     zbl = {0947.60080},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1999__33__240_0}
}

Beghdadi-Sakrani, Samia; Émery, Michel. On certain probabilities equivalent to coin-tossing, d'après Schachermayer. Séminaire de probabilités de Strasbourg, Tome 33 (1999) pp. 240-256. http://gdmltest.u-ga.fr/item/SPS_1999__33__240_0/

[1] M.T. Barlow. M. Émery F.B. Knight, S. Song & M. Yor. Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes. Séminaire de Probabilités XXXII. Lecture Notes in Mathematics 1686, Springer 1998. | Numdam | Zbl 0914.60064

[2] P. Brémaud & M. Yor. Changes of filtrations and of probability measures. Z. Wahrscheinlichkeitstheorie verw. Gebiete 45, 269-295, 1978. | Zbl 0415.60048

[3] C. Dellacherie, B. Maisonneuve & P.A. Meyer. Probabilités et Potentiel. Chapitres XVII à XXIV : Processus de Markov (fin), Compléments de calcul stochastique. Hermann. 1992.

[4] L. Dubins, J. Feldman, M. Smorodinsky & B. Tsirelson. Decreasing sequences of σ-fields and a measure change for Brownian motion. Ann. Prob.24, 882-904, 1996. | Zbl 0870.60078

[5] J. Feldman & B. Tsirelson. Decreasing sequences of σ-fields and a measure change for Brownian motion. II Ann. Prob.24, 905-911, 1996. | Zbl 0870.60079

[6] R.K. Getoor & M.J. Sharpe. Conformal martingales. Inventiones math.16, 271-308, 1972. | Zbl 0268.60048

[7] L. Gross. Logarithmic Sobolev inequalities and contractive properties of semigroups. Dirichlet Forms, Lecture Notes in Mathematics 1563, Springer 1993. | MR 1292277 | Zbl 0812.47037

[8]. S. Janson. Gaussian Hilbert Spaces. Cambridge Tracts in Mathematics 129. Cambridge University Press 1997. | MR 1474726 | Zbl 0887.60009

[9] T. Jeulin & M. Yor. Nouveaux résultats sur le grossissement des tribus. Ann. Scient. E.N.S.11, 429-443, 1978. | Numdam | Zbl 0414.60054

[10] T. Lindvall & L.C.G. Rogers. Coupling of multidimensional diffusions by reflexion. Ann. Prob.14, 860-872, 1986. | Zbl 0593.60076

[11] E. Nelson. The free Markov field. J. Funct. Anal.12, 211-227, 1973. | MR 343816 | Zbl 0273.60079

[12] J. Neveu. Sur l'espérance conditionnelle par rapport à un mouvement brownien. Ann. Inst. Henri Poincaré, Section B, 12, 105-109, 1976. | Numdam | MR 431400 | Zbl 0356.60028

[13] D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Springer, 1991. | Zbl 0731.60002

[14] W. Schachermayer. On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson. In this volume. | Numdam | Zbl 0947.60079

[15] J.-P. Thouvenot. Private communication.

[16] B. Tsirelson. Triple points: From non-Brownian filtrations to harmonic measures. GAFA, Geom. funct. anal.7, 1096-1142, 1997. | MR 1487755 | Zbl 0902.31004