On certain almost Brownian filtrations

DOI10.1016/J.ANIHPB.2005.01.001zbMATH Open1082.60070OpenAlexW2069374700MaRDI QIDQ2485313FDOQ2485313

Authors: Michel Émery 

Publication date: 4 August 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2005__41_3_285_0

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zbMATH Keywords

standard filtrationself-couplingcosyness

Mathematics Subject Classification ID

Brownian motion (60J65) General theory of stochastic processes (60G07)

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• Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man
• On standardness and \(I\)-cosiness
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• On weak and strong Brownian filtrations: definitions and examples
• Immersion of strong Brownian filtrations with honest time avoiding stopping times
• Complementability and maximality in different contexts: ergodic theory, Brownian and poly-adic filtrations
• Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
• Brownian transformations and independent complements: Results and open problems.
• Further comments on the representation problem for stationary processes
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