Filtration d'une marche aléatoire stationnaire sur le cercle
Séminaire de probabilités de Strasbourg, Volume 36  (2002), p. 335-347
@article{SPS_2002__36__335_0,
     author = {Leuridan, Christophe},
     title = {Filtration d'une marche al\'eatoire stationnaire sur le cercle},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {36},
     year = {2002},
     pages = {335-347},
     zbl = {1036.60062},
     mrnumber = {1971595},
     language = {fr},
     url = {http://www.numdam.org/item/SPS_2002__36__335_0}
}
Leuridan, Christophe. Filtration d'une marche aléatoire stationnaire sur le cercle. Séminaire de probabilités de Strasbourg, Volume 36 (2002) , pp. 335-347. http://www.numdam.org/item/SPS_2002__36__335_0/

[1] Dubins L., Feldman J., Smorodinsky M., Tsirel'Son B. Decreasing sequence of σ-fields and a measure change for Brownian Motion. Annals of Probability 24-2 (1996), 882-904. | MR 1404533 | Zbl 0870.60078

[2] Emery M., Schachermayer W.A remark on Tsirel'son's differential equation. Séminaire de Probabilités XXXIII, Lecture Notes in Mathematics 1709, Springer (1999), 291-303. | Numdam | MR 1768002 | Zbl 0957.60064

[3] Emery M., Schachermayer W.. On Vershik's standardness criterion and Tsirel'son's notion of cosiness. Séminaire de Probabilités XXXV (2001), 265-305. | Numdam | MR 1837293 | Zbl 1001.60039

[4] Revuz D. Markov chains. North-Holland Mathemetical Library (1975). | MR 415773 | Zbl 0332.60045

[5] Smorodinsky M. Processes with no standard extension. Israel Journal of Mathematics 107 (1998), 327-331. | MR 1658583 | Zbl 0921.60074

[6] Tsirel'Son B. An example of differential equation having no strong solution. Theory of Probability and Applications 20, (1975) 427-430. | MR 375461 | Zbl 0353.60061

[7] Tsirel'Son B. Triple points : from non-brownian filtrations to harmonic measures. Geometry and Functional Analysis 7 (1997),1096-1142. | MR 1487755 | Zbl 0902.31004

[8] Vershik A.M. Approximation in measure theory. Dissertation. Leningrad Univ. (1973) (en russe). Version anglaise mise à jour et complétée : The theory of decreasing sequences of mesurable partitions. St Petersburg Mathematical Journal 6 (1995), 705-761. | MR 1304093 | Zbl 0853.28009

[9] Von Weizsäcker H.. Exchanging the order of taking suprema and countable intersections of σ-algebras. Annales de l'Institut Henri Poincaré, Section B 91 (1983), 91-100. | Numdam | MR 699981 | Zbl 0509.60002

[10] Yor M. De nouveaux résultats sur l'équation de Tsirel'son. Comptes-rendus de l'Académie des Sciences de Paris, 309 Série I (1983), 511-514. | MR 1055470 | Zbl 0697.60062

[11] Yor M. Tsirel'son's equation in discrete time. Probability Theory and Related Fields 91 (1992), 135-152. | MR 1147613 | Zbl 0744.60033