Espaces probabilisés filtrés: de la théorie de Vershik au mouvement brownien, via les idées de Tsirelson (Probability spaces with filtrations: from Vershik's theory to the Brownian motion via Tsirelson's ideas)

M. Émery

Zapiski Nauchnykh Seminarov POMI, Representation theory, dynamical systems, combinatorial and algoritmic methods. Part X, Tome 307 (2004), pp. 236-265

Résumé

This paper is a survey of the recent literature on the probabilistic theory of filtrations related to the notion of standard filtration (due to Vershik) and cozy filtration (due to Tsirelson), as well as applications of these notions for construction of probability spaces with filtrations that can be thought to be Brownian, but are not.

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