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Decreasing sequences of $\sigma$-fields and a measure change for Brownian motion

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References

1999Continuous Martingales and Brownian Motion6,253 cited
2005Stochastic Integration and Differential Equations4,700 cited
1983Stochastic Differential Equations and Diffusion Processes3,966 cited
1991Continuous Martingales and Brownian Motion2,100 cited
1990Stochastic Integration and Differential Equations1,213 cited
1976An Example of a Stochastic Differential Equation Having No Strong Solution58 cited

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2008Exponential utility indifference valuation in two Brownian settings with stochastic correlation29 cited
1999A remark on Tsirelson's stochastic differential equation17 cited

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