Standardness and nonstandardness of next-jump time filtrations

DOI10.1214/ECP.V18-2766MaRDI QIDQ743024zbMATH OpenOpenAlexFDO

Authors Stéphane Laurent

Publication date 22 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ecp.v18-2766

zbMATH Keywords

cosinessstandard filtrationtail \(\sigma \)-field

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• Filtrations at the threshold of standardness
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Cited in

(3)

• The filtration of the split-words process
• Uniform entropy scalings of filtrations
• The theory of filtrations of subalgebras, standardness, and independence

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