Brownian filtrations are not stable under equivalent time-changes
Séminaire de probabilités de Strasbourg, Tome 33 (1999) , pp. 267-276.
@article{SPS_1999__33__267_0,
author = {\'Emery, Michel and Schachermayer, Walter},
title = {Brownian filtrations are not stable under equivalent time-changes},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
pages = {267--276},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {33},
year = {1999},
zbl = {0949.60087},
mrnumber = {1768000},
language = {en},
url = {www.numdam.org/item/SPS_1999__33__267_0/}
}
Émery, Michel; Schachermayer, Walter. Brownian filtrations are not stable under equivalent time-changes. Séminaire de probabilités de Strasbourg, Tome 33 (1999) , pp. 267-276. http://www.numdam.org/item/SPS_1999__33__267_0/

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