Matches in SemOpenAlex for { <https://semopenalex.org/work/W2069374700> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2069374700 endingPage "305" @default.
- W2069374700 startingPage "285" @default.
- W2069374700 abstract "A consequence of Vershik's results on discrete-time filtrations is the existence, in continuous time, of filtrations F=(Ft)t⩾0 which are “Brownian after zero” (that is, for each ɛ>0, Fɛ=(Fɛ+t)t⩾0 is generated by Fɛ and some Fɛ-Brownian motion), but not generated by F0 and any Brownian motion. Among the filtrations that are Brownian after zero, how are the truly Brownian ones characterized? An answer is given by the self-coupling criterion (ii) of Theorem 1. This criterion is always satisfied when F is immersible into the filtration of an infinite-dimensional Brownian motion. Une conséquence de la théorie des filtrations élaborée par Vershik il y a plus de trente ans est l'existence, en temps continu, de filtrations F=(Ft)t⩾0 telles que, pour chaque ɛ>0, (Fɛ+t)t⩾0 soit engendrée par Fɛ et par un mouvement brownien (nous les dirons « browniennes après zéro »), mais que F ne soit pas engendrée par F0 et un mouvement brownien. Comment caractériser les filtrations browniennes parmi les filtrations browniennes après zéro ? Le théorème 1(ii) répond à cette question par un critère d'auto-couplage ; ce critère est toujours satisfait lorsque F est immersible dans la filtration du mouvement Brownien à une infinité de dimensions." @default.
- W2069374700 created "2016-06-24" @default.
- W2069374700 creator A5060001646 @default.
- W2069374700 date "2005-05-01" @default.
- W2069374700 modified "2023-10-14" @default.
- W2069374700 title "On certain almost Brownian filtrations" @default.
- W2069374700 cites W1545370368 @default.
- W2069374700 cites W1859396772 @default.
- W2069374700 cites W1940617403 @default.
- W2069374700 cites W2015476167 @default.
- W2069374700 cites W2036019312 @default.
- W2069374700 cites W2481795914 @default.
- W2069374700 cites W2802739963 @default.
- W2069374700 cites W601239331 @default.
- W2069374700 cites W77461701 @default.
- W2069374700 cites W8893424 @default.
- W2069374700 doi "https://doi.org/10.1016/j.anihpb.2005.01.001" @default.
- W2069374700 hasPublicationYear "2005" @default.
- W2069374700 type Work @default.
- W2069374700 sameAs 2069374700 @default.
- W2069374700 citedByCount "11" @default.
- W2069374700 countsByYear W20693747002013 @default.
- W2069374700 countsByYear W20693747002014 @default.
- W2069374700 countsByYear W20693747002015 @default.
- W2069374700 countsByYear W20693747002017 @default.
- W2069374700 crossrefType "journal-article" @default.
- W2069374700 hasAuthorship W2069374700A5060001646 @default.
- W2069374700 hasBestOaLocation W20693747002 @default.
- W2069374700 hasConcept C101615488 @default.
- W2069374700 hasConcept C105795698 @default.
- W2069374700 hasConcept C112401455 @default.
- W2069374700 hasConcept C128489963 @default.
- W2069374700 hasConcept C138885662 @default.
- W2069374700 hasConcept C162344956 @default.
- W2069374700 hasConcept C199343813 @default.
- W2069374700 hasConcept C202444582 @default.
- W2069374700 hasConcept C2777686260 @default.
- W2069374700 hasConcept C2780813799 @default.
- W2069374700 hasConcept C3017618536 @default.
- W2069374700 hasConcept C33923547 @default.
- W2069374700 hasConcept C37914503 @default.
- W2069374700 hasConcept C41008148 @default.
- W2069374700 hasConcept C41895202 @default.
- W2069374700 hasConcept C53920899 @default.
- W2069374700 hasConcept C56739046 @default.
- W2069374700 hasConcept C68710425 @default.
- W2069374700 hasConcept C71924100 @default.
- W2069374700 hasConceptScore W2069374700C101615488 @default.
- W2069374700 hasConceptScore W2069374700C105795698 @default.
- W2069374700 hasConceptScore W2069374700C112401455 @default.
- W2069374700 hasConceptScore W2069374700C128489963 @default.
- W2069374700 hasConceptScore W2069374700C138885662 @default.
- W2069374700 hasConceptScore W2069374700C162344956 @default.
- W2069374700 hasConceptScore W2069374700C199343813 @default.
- W2069374700 hasConceptScore W2069374700C202444582 @default.
- W2069374700 hasConceptScore W2069374700C2777686260 @default.
- W2069374700 hasConceptScore W2069374700C2780813799 @default.
- W2069374700 hasConceptScore W2069374700C3017618536 @default.
- W2069374700 hasConceptScore W2069374700C33923547 @default.
- W2069374700 hasConceptScore W2069374700C37914503 @default.
- W2069374700 hasConceptScore W2069374700C41008148 @default.
- W2069374700 hasConceptScore W2069374700C41895202 @default.
- W2069374700 hasConceptScore W2069374700C53920899 @default.
- W2069374700 hasConceptScore W2069374700C56739046 @default.
- W2069374700 hasConceptScore W2069374700C68710425 @default.
- W2069374700 hasConceptScore W2069374700C71924100 @default.
- W2069374700 hasIssue "3" @default.
- W2069374700 hasLocation W20693747001 @default.
- W2069374700 hasLocation W20693747002 @default.
- W2069374700 hasLocation W20693747003 @default.
- W2069374700 hasLocation W20693747004 @default.
- W2069374700 hasOpenAccess W2069374700 @default.
- W2069374700 hasPrimaryLocation W20693747001 @default.
- W2069374700 hasRelatedWork W1887797723 @default.
- W2069374700 hasRelatedWork W2040555204 @default.
- W2069374700 hasRelatedWork W2067451065 @default.
- W2069374700 hasRelatedWork W2516567326 @default.
- W2069374700 hasRelatedWork W2906677951 @default.
- W2069374700 hasRelatedWork W2988531679 @default.
- W2069374700 hasRelatedWork W3022805732 @default.
- W2069374700 hasRelatedWork W4242567288 @default.
- W2069374700 hasRelatedWork W4252969574 @default.
- W2069374700 hasRelatedWork W99718650 @default.
- W2069374700 hasVolume "41" @default.
- W2069374700 isParatext "false" @default.
- W2069374700 isRetracted "false" @default.
- W2069374700 magId "2069374700" @default.
- W2069374700 workType "article" @default.