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XVI: 17, 213-218, LNM 920 (1982)
FALKNER, Neil; STRICKER, Christophe; YOR, Marc
Temps d'arrêt riches et applications (General theory of processes)
This paper starts from the existence of increasing left-continuous processes $(A_t)$ which generate the previsible $\sigma$-field, i.e., every previsible process can be represented as $f(X_t)$ for some Borel function $f$ (see 1123), to prove the existence (discovered by the first named author) of rich'' stopping times $T$, i.e., previsible stopping times which encode the whole past up to time $T$: $\sigma(T)={\cal F}_{T-}$ (a few details are omitted here). This result leads to counterexamples: a non-reversible semimartingale (see the preceding paper 1616) and a stopping time $T$ for Brownian motion such that $L^a_T$ is not a semimartingale in its space variable $a$
Keywords: Stopping times, Local times, Semimartingales, Previsible processes
Nature: Original
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