Processes with no standard extension (Q1275698): Difference between revisions

Processes with no standard extension have been recently used to solve problems in the theory of Brownian motion and stochastic integration. The first example of a process with no standard extension was given by A. Vershik (1973). The author of the present note introduces a class of processes derived from Vershik's example and proves that any of these processes does not admit a standard extension. It follows from this proof that Vershik's example process does not admit a standard extension, too. Therefore, this note serves as a simple proof of the Vershik's claim.