A nonclassical solution to a classical SDE and a converse to Kolmogorov's zero-one law

DOI10.1016/j.spl.2021.109117zbMath1482.60052arXiv2001.00408OpenAlexW3155185138MaRDI QIDQ2244458

Matija Vidmar

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.00408

zbMATH Keywords

stochastic equationsequiprobable random signsKolmogorov's zero-one lawnon-anticipative weak solutionsnonmeasurable sets

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Foundations of stochastic processes (60G05)

Cites Work

• Around Tsirelson's equation, or: the evolution process may not explain everything
• Within and beyond the reach of Brownian innovation
• The role of measurability in game-theoretic probability
• A Nonmeasurable Set from Coin Flips
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