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XII: 40, 515-522, LNM 649 (1978)
DELLACHERIE, Claude
Supports optionnels et prévisibles d'une P-mesure et applications (General theory of processes)
A $P$-measure is a measure on $\Omega\timesR_+$ which does not charge $P$-evanescent sets. A $P$-measure has optional and previsible projections which are themselves $P$-measures. As usual, supports are minimal sets carrying a measure, possessing different properties like being optional/previsible, being right/left closed. The purpose of the paper is to find out which kind of supports do exist. Applications are given to honest times
Comment: See 1339 for a complement concerning honest times
Keywords: Projection theorems, Support, Honest times
Nature: Original
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