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For a fixed constant \\(\\mu> 0\\) let \\(S_t= \\mu_t+ B_t\\) \\((t\\geq 0)\\) denote the BM with drift \\(\\mu\\). Let \\(P^B:= ({\\mathcal F}^B_t)\\) \\((t\\geq 0)\\) denote the right-continuous saturated filtration generated by \\(B\\). Given a predictable, \\(F^B\\)-adapted process \\(H= (H_t)\\) \\((t\\geq 0)\\) let \\((H\\cdot S)= ((H\\cdot S)_t)\\) \\((t\\geq 0)\\) be the stochastic integral in its right-continuous, saturated filtrations \\(F^{(H\\cdot S)}:=({\\mathcal F}^{H\\cdot S)}_t)\\) \\((t\\geq 0\\). The authors are dealing with the following Question 1 (due to M. Yor): Can we define an \\(F^B\\)-predictable process \\(H\\) such that \\((H\\cdot S)\\) is a BM (without drift) in its own filtration, i.e. an \\(F^{(H\\cdot S)}\\)-BM?   Although Question 1 still remains an open problem, the authors obtain the following   Theorem. Let \\(B\\) be a standard BM and let \\(F^B\\) be as above. Then   (i) For each \\(\\mu> 0\\) there are \\(F^B\\)-predictable processes \\(H= (H_t)\\) \\((t\\geq 0)\\) taking values in \\(\\{-1,1\\}\\) and \\((\\mu_t)\\) \\((t\\geq 0)\\) taking values in \\((0,2\\mu)\\) such that for the process \\(S= (S_t)\\) given by \\(dS_t= \\mu_t dt+ dB_t\\), \\(S_0= 0\\), we have that \\((H\\cdot S)\\) is a BM in its own filtration J\\(F^{(H\\cdot S)}\\).   (ii) Furthermore, for each \\(\\delta> 0\\) we can choose \\((\\mu_t)\\) such that \\(\\mu-\\delta< \\mu_t< \\mu+\\delta\\) for all \\(t\\geq 0\\).   Additionally, the authors obtain a positive solution of Question 2 (due to M. 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