A remark on Tsirelson's stochastic differential equation

@inproceedings{mery1999ARO,
  title={A remark on Tsirelson's stochastic differential equation},
  author={Michel {\'E}mery and Walter Schachermayer},
  year={1999}
}
Tsirelson's stochastic differential equation is called “celebrated and mysterious” by Rogers and Williams [16]. This note aims at making it a little more celebrated and a little less mysterious. 

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