On standardness and I-cosiness

DOI10.1007/978-3-642-15217-7_5MaRDI QIDQ3086796zbMATHOpenAlexFDO

Authors Stéphane Laurent

Publication date 30 March 2011

Published in Séminaire de Probabilités XLIII (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-15217-7_5

zbMATH Keywords

filtrationstandardness\(\sigma\)-algebracosinessbackward filtrationRosenblatt's joining conditionself-joining of a filtrationsplit-word processes.Vershik's first level criterionVershik's joining conditionVershik's standardness criterion

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Foundations of stochastic processes (60G05)

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Cited in

(16)

• Classification of backward filtrations and factor filtrations: examples from cellular automata
• scientific article; zbMATH DE number 1619466 (Why is no real title available?)
• The theory of filtrations of subalgebras, standardness, and independence
• The filtration of the split-words process
• Standardness as an invariant formulation of independence
• Further comments on the representation problem for stationary processes
• Filtrations of the erased-word processes
• Complementability and maximality in different contexts: ergodic theory, Brownian and poly-adic filtrations
• Uniform entropy scalings of filtrations
• Filtrations at the threshold of standardness
• SDEs with no strong solution arising from a problem of stochastic control
• Vershik's intermediate level standardness criterion and the scale of an automorphism
• Confined extensions and non-standard dynamical filtrations
• Non-extremal martingale with Brownian filtration
• On Vershikian and I-cosy random variables and filtrations
• Filtrations associated to some two-to-one transformations

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