The investigator will continue his research in exchangeability. The investigator is one of the originators of the recent activity in exchangeability and has done extensive work in it already. Exchangeability is a property of classes of probability distributions that characterizes certain invariance properties under transformations. Exchangeability is a very weak property to assume for a sequence of variables and hence it is very important to see how many "classical"results extend to such dependent sequences of random variables. The investigator has already proved a number of results related to filtration, stopping times and stochastic integrals. He will continue his research in these areas.
