\(\varepsilon\)-close measures producing nonisomorphic filtrations
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Publication:2563940
DOI10.1214/aop/1039639369zbMath0879.60077MaRDI QIDQ2563940
Publication date: 6 January 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1039639369
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60G07: General theory of stochastic processes
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
Cites Work