On certain probabilities equivalent to Coin-Tossing, d'Après Schachermayer-Reference-Cited by-同舟云学术

On certain probabilities equivalent to Coin-Tossing, d'Après Schachermayer

Published:1999 Issue: Volume: Page:240-256
ISSN:0075-8434
Container-title:Lecture Notes in Mathematics
language:
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Author:

Beghdadi-Sakrani S.,Émery M.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0096514

Reference16 articles.

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2. P. Brémaud & M. Yor. Changes of filtrations and of probability measures. Z. Wahrschein-lichkeitstheorie verw. Gebiete 45, 269–295, 1978.

3. C. Dellacherie, B. Maisonneuve & P. A. Meyer. Probabilités et Potentiel. Chapitres XVII à XXIV: Processus de Markov (fin), Compléments de calcul stochastique. Hermann. 1992.

4. 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.

5. J. Feldman & B. Tsirelson. Decreasing sequences of σ-fields and a measure change for Brownian motion. II. Ann. Prob. 24, 905–911, 1996.

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