@article{SPS_1999__33__291_0, author = {\'Emery, Michel and Schachermayer, Walter}, title = {A remark on Tsirelson's stochastic differential equation}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, volume = {33}, year = {1999}, pages = {291-303}, mrnumber = {1768002}, zbl = {0957.60064}, language = {en}, url = {http://dml.mathdoc.fr/item/SPS_1999__33__291_0} }
Émery, Michel; Schachermayer, Walter. A remark on Tsirelson's stochastic differential equation. Séminaire de probabilités de Strasbourg, Tome 33 (1999) pp. 291-303. http://gdmltest.u-ga.fr/item/SPS_1999__33__291_0/
[1] Appendice à l'exposé précédent : La filtration naturelle du mouvement brownien indexé par R dans une variété compacte. In this volume. | Numdam | Zbl 0949.60089
.[2] 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
, , & .[3] On certain probabilities equivalent to coin-tossing, d'après Schachermayer. In this volume. | Numdam | Zbl 0947.60080
& .[4] Non existence of strong non-anticipating solutions to SDE's; implication for functional DE's, filtering and control. Stoch. Proc. Appl. 17, 243-263, 1977. | Zbl 0367.60059
.[5] Une simplification de l'argument de Tsirelson sur le caractère non-brownien des processus de Walsh. In this volume. | Numdam | Zbl 0947.60052
.[6] From shuffling cards to walking around the building: An introduction to modern Markov chain theory. Documenta Mathematica. Extra volume ICM 1998. I 47-64, 1998. | MR 1648031 | Zbl 0902.60052
.[7] Decreasing sequences of σ-fields and a measure change for Brownian motion. Ann. Prob. 24, 882-904, 1996. | Zbl 0870.60078
, , & .[8] Brownian filtrations are not stable under equivalent time-changes. In this volume. | Numdam | Zbl 0949.60087
& .[9] ∈-close measures producing non-isomorphic filtrations. Ann. Prob. 24, 912-915, 1996. | MR 1404535 | Zbl 0879.60077
.[10] Simple examples of non-generating Girsanov processes. Séminaire de Probabilités XXXI, Lecture Notes in Mathematics 1655, Springer 1997. | Numdam | Zbl 0883.60038
& .[11] Decreasing sequences of σ-fields and a measure change for Brownian motion. II Ann. Prob. 24, 905-911, 1996. | Zbl 0870.60079
& .[12] A stochastic differential equation with a unique (up to indistinguishability) but not strong solution. In this volume. | Numdam | Zbl 0954.60046
.[13] Sur l'équation stochastique de Tsirelson. Séminaire de Probabilités XVII, Lecture Notes in Mathematics 986, Springer 1983. | Numdam | MR 770399 | Zbl 0535.60052
and .[14] Statistics of Random Processes I. Springer, 1977. | Zbl 0364.60004
& .[15] Continuous Martingales and Brownian Motion. Springer, 1991. | Zbl 0731.60002
& .[16] Diffusions, Markov Processes, and Martingales. Volume 2: Itô Calculus. Wiley, 1987. | MR 921238 | Zbl 0627.60001
and .[17] On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson. In this volume. | Numdam | Zbl 0947.60079
.[18] Processes with no standard extension. Israel J. Math., to appear. | MR 1658583 | Zbl 0921.60074
.[19] On extremal solutions of martingale problems. Ann. Sci. École Norm. Sup. 13, 95-164, 1980. | Numdam | Zbl 0447.60034
& .[20] Triple points: From non-Brownian filtrations to harmonic measures. GAFA, Geom. funct. anal. 7, 1096-1142, 1997. | MR 1487755 | Zbl 0902.31004
.[21] An example of a stochastic differential equation having no strong solution. Theor. Prob. Appl. 20, 427-430, 1975. | MR 375461 | Zbl 0353.60061
.[22] Approximation in measure theory. Doctor Thesis, Leningrad 1973. Expanded and updated english version: The theory of decreasing sequences of measurable partitions. St. Petersburg Math. J. 6, 705-761, 1995. | Zbl 0853.28009
.[23] On the joining of sticky Brownian motion. In this volume. | Numdam | Zbl 0945.60086
.[24] Exchanging the order of taking suprema and countable intersections of σ-algebras. Ann. Inst. Henri Poincaré 19, 91-100, 1983. | Numdam | MR 699981 | Zbl 0509.60002
.[25] Probability with Martingales. Cambridge University Press. 1991. | MR 1155402 | Zbl 0722.60001
.[26] De nouveaux résultats sur l'équation de Tsirel'son. C. R. Acad. Sci., Paris. Sér. I 309, 511-514, 1989. | MR 1055470 | Zbl 0697.60062
.[27] Tsirel'son's equation in discrete time. Probab. Theory Relat. Fields, 91 135-152. 1992. | MR 1147613 | Zbl 0744.60033
.