IV: 05, 60-70, LNM 124 (1970)
DELLACHERIE, Claude
Un exemple de la théorie générale des processus (General theory of processes)
In the case of the smallest filtration for which a given random variable is a stopping time, all the computations of the general theory can be performed explicitly
Comment: This example has become classical. See for example Dellacherie-Meyer, Probabilités et Potentiel, Chap IV. On the other hand, it can be extended to deal with (unmarked) point processes: see Chou-Meyer 906
Keywords: Stopping times, Accessible times, Previsible times
Nature: Original
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