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XII: 25, 364-377, LNM 649 (1978)

**STRICKER, Christophe**

Les ralentissements en théorie générale des processus (General theory of processes)

Given a filtration $({\cal F}t)$ and a stopping time $T$, we may define a new filtration $({\cal G}_t)$ as follows: we introduce an independent random variable $S$, and in intuitive language, we run the picture of $({\cal F}_t)$ up to time $T$, freeze the image between times $T$ and $T+S$, and then start running it again. The main result of this paper is the possibility, by performing this at all the times of discontinuity of $({\cal F}_t)$, to construct a filtration $({\cal G}_t)$ which is quasi-left-continuous. Though the idea is simple, there are considerable technical difficulties

Nature: Original

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Les ralentissements en théorie générale des processus (General theory of processes)

Given a filtration $({\cal F}t)$ and a stopping time $T$, we may define a new filtration $({\cal G}_t)$ as follows: we introduce an independent random variable $S$, and in intuitive language, we run the picture of $({\cal F}_t)$ up to time $T$, freeze the image between times $T$ and $T+S$, and then start running it again. The main result of this paper is the possibility, by performing this at all the times of discontinuity of $({\cal F}_t)$, to construct a filtration $({\cal G}_t)$ which is quasi-left-continuous. Though the idea is simple, there are considerable technical difficulties

Nature: Original

Retrieve article from Numdam