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Unpublished report, initially intended for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:
- Parametrizations.
- Non-standard σ-fields: formulations.
- Non-standard σ-fields: proofs.
- Non-standard σ-fields: an equivalent measure.
- An equivalent measure: proofs.
- Supplement: from discrete to continuous.
- Another proof of a standardness theorem.
- A strengthening of the standardness theorem.