THE EXCHANGE PROPERTY AND THE ENDS OF OPT IONAL SETS

Authors
Citation
M. Malric, THE EXCHANGE PROPERTY AND THE ENDS OF OPT IONAL SETS, Annales de l'I.H.P. Probabilites et statistiques, 32(3), 1996, pp. 291-297
Citations number
5
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
02460203
Volume
32
Issue
3
Year of publication
1996
Pages
291 - 297
Database
ISI
SICI code
0246-0203(1996)32:3<291:TEPATE>2.0.ZU;2-W
Abstract
For the characterization of the Brownian filtration it would be conven ient according to M. Barlow [2] to determine the sigma-algebra F-L+ of the ''germinative'' past at the instant L in terms of the sigma-algeb ra F-L of the past at the instant L. in this determination, essentiall y two problems appear: on one hand the exchange between the supremum a nd the intersection of a decreasing sequence of sigma-fields, on the o ther hand the evaluation of the germ sigma-field. This paper, by means of V. Weiszacker's criterium [5], solves completely the first problem , at the price of a slight modification of the notion of the germ sigm a-field.