X: 09, 118-124, LNM 511 (1976)
MEYER, Paul-André
Generation of $\sigma$-fields by step processes (General theory of processes)
On a Blackwell measurable space, let ${\cal F}_t$ be a right continuous filtration, such that for any stopping time $T$ the $\sigma$-field ${\cal F}_T$ is countably generated. Then (discarding possibly one single null set), this filtration is the natural filtration of a right-continuous step process
Comment: This answers a question of Knight, Ann. Math. Stat., 43, 1972
Keywords: Point processes
Nature: Original
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