Weak and Strong Brownian Filtrations

Abstract

This last chapter is concerned with the following questions: can one discuss the nature of “a generic filtration” (F t; t≥ 0) on a probability space (Ω,F, P)? Can one find some fundamental invariants which ensure that (F t; t≥ 0) is generated by certain fundamental processes, such as Brownian motions and Poisson processes.