On certain almost Brownian filtrations
On certain almost Brownian filtrations
A consequence of Vershik's results on discrete-time filtrations is the existence, in continuous time, of filtrations F=(Ft)t⩾0 which are “Brownian after zero” (that is, for each ɛ>0, Fɛ=(Fɛ+t)t⩾0 is generated by Fɛ and some Fɛ-Brownian motion), but not generated by F0 and any Brownian motion. Among the filtrations that are …