XIV: 35, 318-323, LNM 784 (1980)
ÉMERY, Michel
Annonçabilité des temps prévisibles. Deux contre-exemples (
General theory of processes)
It is shown that two standard results on previsible stopping times on a probability space, namely that every previsible time $T$ can be ``foretold'' by a strictly increasing sequence $T_n\uparrow T$, and that the $T_n$ can themselves be taken previsible, become false if exceptional sets of measure zero are not allowed
Keywords: Previsible timesNature: Original Retrieve article from Numdam