Processes with no standard extension

DOI10.1007/BF02764016zbMath0921.60074MaRDI QIDQ1275698

Meir Smorodinsky

Publication date: 9 March 1999

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionMarkov processesstochastic integrationprocesses with no standard extension

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Brownian motion (60J65)

Related Items (10)

Classification of backward filtrations and factor filtrations: examples from cellular automata ⋮ The filtration of the split-words process ⋮ Complementability and Maximality in Different Contexts: Ergodic Theory, Brownian and Poly-Adic Filtrations ⋮ Uniform Entropy Scalings of Filtrations ⋮ Filtrations at the threshold of standardness ⋮ Sufficient conditions for the filtration of a stationary processes to be standard ⋮ Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space ⋮ Further comments on the representation problem for stationary processes ⋮ On Standardness and I-cosiness ⋮ Filtrations associated to some two-to-one transformations

Cites Work

• Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
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