Prokaj, Vilmos; Rásonyi, Miklós; Schachermayer, Walter Hiding a constant drift. (English. French summary) Zbl 1216.60048 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 2, 498-514 (2011). MSC: 60H05 60G44 60J65 60G05 60H10 PDFBibTeX XMLCite \textit{V. Prokaj} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 2, 498--514 (2011; Zbl 1216.60048) Full Text: DOI EuDML
Rásonyi, Miklós; Schachermayer, Walter; Warnung, Richard Hiding a drift. (English) Zbl 1193.60073 Ann. Probab. 37, No. 6, 2459-2479 (2009). Reviewer: Klaus Schürger (Bonn) MSC: 60H05 60G44 60G05 60H10 PDFBibTeX XMLCite \textit{M. Rásonyi} et al., Ann. Probab. 37, No. 6, 2459--2479 (2009; Zbl 1193.60073) Full Text: DOI arXiv
Émery, M.; Schachermayer, W. Brownian filtrations are not stable under equivalent time-changes. (English) Zbl 0949.60087 Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXIII. Berlin: Springer. Lect. Notes Math. 1709, 267-276 (1999). Reviewer: Thomas Simon (Berlin) MSC: 60J65 PDFBibTeX XMLCite \textit{M. Émery} and \textit{W. Schachermayer}, Lect. Notes Math. 1709, 267--276 (1999; Zbl 0949.60087) Full Text: Numdam EuDML
Schachermayer, W. On certain probabilities equivalent to Wiener measure, d’après Dubins, Feldman, Smorodinsky and Tsirelson. (English) Zbl 0947.60079 Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXIII. Berlin: Springer. Lect. Notes Math. 1709, 221-239 (1999). Reviewer: René L.Schilling (Nottingham) MSC: 60J65 28C20 60G07 PDFBibTeX XMLCite \textit{W. Schachermayer}, Lect. Notes Math. 1709, 221--239 (1999; Zbl 0947.60079) Full Text: Numdam EuDML