XIII: 57, 634-641, LNM 721 (1979)
EL KAROUI, Nicole
A propos de la formule d'Azéma-Yor (
General theory of processes)
For the problem and notation, see the review of
1340. The problem is completely solved here, the process $Z_{g_t}X_t$ being represented as the sum of $\int_0^t Z_{g_s}dX_s$ interpreted in a generalized sense ($Z$ being progressive!) and a remainder which can be explicitly written (using optional dual projections of non-adapted processes)
Comment: This paper ends happily the whole series of papers on balayage in this volume
Keywords: Balayage,
Balayage formulaNature: Original
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