Decreasing sequences of sigma-fields and a measure change for Brownian motion .2.
成果类型：
Article
署名作者：
Feldman, J; Tsirelson, B
署名单位：
Tel Aviv University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1996
页码：
905-911
关键词：
摘要：
Sharpening the main result of the preceding paper, it is shown that if B-t, 0 less than or equal to t < infinity, is a standard Brownian motion on (Omega,f,P), then for any epsilon > 0 there is a probability measure Q with (1 - epsilon)P less than or equal to Q less than or equal to (1 + epsilon)P such that the filtration of B cannot be generated by any Brownian motion on (Omega,F,Q).