Brownian filtrations are not stable under equivalent time-changes
Séminaire de probabilités de Strasbourg, Volume 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 = {http://www.numdam.org/item/SPS_1999__33__267_0/}
}
TY  - JOUR
AU  - Émery, Michel
AU  - Schachermayer, Walter
TI  - Brownian filtrations are not stable under equivalent time-changes
JO  - Séminaire de probabilités de Strasbourg
PY  - 1999
DA  - 1999///
SP  - 267
EP  - 276
VL  - 33
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_1999__33__267_0/
UR  - https://zbmath.org/?q=an%3A0949.60087
UR  - https://www.ams.org/mathscinet-getitem?mr=1768000
LA  - en
ID  - SPS_1999__33__267_0
ER  - 
%0 Journal Article
%A Émery, Michel
%A Schachermayer, Walter
%T Brownian filtrations are not stable under equivalent time-changes
%J Séminaire de probabilités de Strasbourg
%D 1999
%P 267-276
%V 33
%I Springer - Lecture Notes in Mathematics
%G en
%F SPS_1999__33__267_0
Émery, Michel; Schachermayer, Walter. Brownian filtrations are not stable under equivalent time-changes. Séminaire de probabilités de Strasbourg, Volume 33 (1999), pp. 267-276. http://www.numdam.org/item/SPS_1999__33__267_0/

[BE 99] S. Beghdadi-Sakrani & M. Émery. On certain probabilities equivalent to coin-tossing, d'après Schachermayer. In this volume. | Numdam | Zbl

[DFST 96] 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

[RY 91] D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Springer, 1991. | Zbl

[T 97] B. Tsirelson. Triple points: From non-Brownian filtrations to harmonic measures. GAFA, Geom. funct. anal.7, 1096-1142, 1997. | MR | Zbl

[V 73] A.M. Vershik. 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

[vW 83] H. Von Weizsäcker. Exchanging the order of taking suprema and countable intersections of σ-algebras. Ann. Inst. Henri Poincaré 19, 91-100, 1983. | Numdam | MR | Zbl

[W 91] D. Williams. Probability with Martingales. Cambridge University Press, 1991. | MR | Zbl