Brownian filtrations are not stable under equivalent time-changes
Séminaire de probabilités de Strasbourg, Tome 33 (1999), pp. 267-276
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@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}, mrnumber = {1768000}, zbl = {0949.60087}, language = {en}, url = {http://geodesic.mathdoc.fr/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 SP - 267 EP - 276 VL - 33 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1999__33__267_0/ 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 %U http://geodesic.mathdoc.fr/item/SPS_1999__33__267_0/ %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, Tome 33 (1999), pp. 267-276. http://geodesic.mathdoc.fr/item/SPS_1999__33__267_0/