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2004 Nonclassical stochastic flows and continuous products
Boris Tsirelson
Probab. Surveys 1: 173-298 (2004). DOI: 10.1214/154957804100000042

Abstract

Contrary to the classical wisdom, processes with independent values (defined properly) are much more diverse than white noises combined with Poisson point processes, and product systems are much more diverse than Fock spaces.

This text is a survey of recent progress in constructing and investigating nonclassical stochastic flows and continuous products of probability spaces and Hilbert spaces.

Citation

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Boris Tsirelson. "Nonclassical stochastic flows and continuous products." Probab. Surveys 1 173 - 298, 2004. https://doi.org/10.1214/154957804100000042

Information

Published: 2004
First available in Project Euclid: 29 December 2004

zbMATH: 1189.60082
MathSciNet: MR2068474
Digital Object Identifier: 10.1214/154957804100000042

Subjects:
Primary: 60G20
Secondary: 46L53

Keywords: continuous products , noise , Sensitivity , stability , Stochastic flows

Rights: Copyright © 2004 The Institute of Mathematical Statistics and the Bernoulli Society

Vol.1 • 2004
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