On standardness and I-cosiness

Laurent, Stéphane

doi:10.1007/978-3-642-15217-7_5

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On standardness and I-cosiness

Laurent, Stéphane

2010 • In Séminaire de Probabilités, XLIII, p. 127-186

Peer reviewed

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https://hdl.handle.net/2268/77777

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10.1007/978-3-642-15217-7_5

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Keywords :

Standard filtrations; Cosiness

Abstract :

[en] The object of study of this work is the invariant characteristics of filtrations in discrete, negative time, pioneered by Vershik. We prove the equivalence between I-cosiness and standardness without using Vershik’s standardness criterion. The equivalence between I-cosiness and productness for homogeneous filtrations is further investigated by showing that the I-cosiness criterion is equivalent to Vershik’s first level criterion separately for each random variable. We also aim to derive the elementary properties of both these criteria, and to give a survey and some complements on the published and unpublished literature.

Disciplines :

Mathematics

Author, co-author :

Laurent, Stéphane ; Université Catholique de Louvain - UCL

Language :

English

Title :

On standardness and I-cosiness

Publication date :

2010

Journal title :

Séminaire de Probabilités

Publisher :

Springer

Volume :

XLIII

Pages :

127-186

Peer reviewed :

Peer reviewed

Additional URL :

http://www.springerlink.com/content/978-3-642-15216-0/#section=799394&page=1

Funders :

IAP research network

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since 26 November 2010

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