epsilon-Close measures producing nonisomorphic filtrations
成果类型：
Article
署名作者：
Feldman, J
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1996
页码：
912-915
关键词：
摘要：
A consequence of the preceding two papers is this. Let {A(t): 0 less than or equal to t < infinity) be the filtration of a stochastic process on (Omega,A,P). Under a mild assumption on the process, there exist, for any epsilon > 0, uncountably many probability measures Q(alpha) with (1 - epsilon)P less than or equal to Q(alpha)less than or equal to (1 + epsilon)P so that no two of the filtrations (Omega,(A(t))(0 less than or equal to t), Q(alpha)) and (Omega, (A(t))(0 less than or equal to t), Q(beta)), alpha not equal beta, can be generated by equivalent stochastic processes.