B. Tsirelson

About Yor's problem

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1993 B. Tsirelson, "About Yor's problem"
Unpublished report, initially intended for communication among co-authors (Dubins, Feldman, Smorodinsky, Tsirelson); but it appears to be sometimes cited in the 21st century (M.Emery and W.Schachermayer; S.Laurent; G.Ceillier, C.Leuridan).
Full text:

  1. Parametrizations.
  2. Non-standard σ-fields: formulations.
  3. Non-standard σ-fields: proofs.
  4. Non-standard σ-fields: an equivalent measure.
  5. An equivalent measure: proofs.
  6. Supplement: from discrete to continuous.
  7. Another proof of a standardness theorem.
  8. A strengthening of the standardness theorem.
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