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VI: 22, 233-242, LNM 258 (1972)

**WALSH, John B.**

The perfection of multiplicative functionals (Markov processes)

In the definition of multiplicative functionals the problem arose from the beginning whether the exceptional null set in the relation $M_{s+t}=M_s\,M_t\circ\theta_s$ was allowed to depend on $s$ or not---in the latter case the functional is said to be perfect. C.~DolĂ©ans showed by a detailed analysis (see 203) that every functional has a perfect modification, see also Dellacherie 304. Here a perfect version is constructed directly as $\lim_{s\rightarrow 0} M_{t-s}\circ\theta_s$, the limit being taken in the essential topology of the line, which ignores sets of zero Lebesgue measure

Keywords: Multiplicative functionals, Perfection, Essential topology

Nature: Original

Retrieve article from Numdam

The perfection of multiplicative functionals (Markov processes)

In the definition of multiplicative functionals the problem arose from the beginning whether the exceptional null set in the relation $M_{s+t}=M_s\,M_t\circ\theta_s$ was allowed to depend on $s$ or not---in the latter case the functional is said to be perfect. C.~DolĂ©ans showed by a detailed analysis (see 203) that every functional has a perfect modification, see also Dellacherie 304. Here a perfect version is constructed directly as $\lim_{s\rightarrow 0} M_{t-s}\circ\theta_s$, the limit being taken in the essential topology of the line, which ignores sets of zero Lebesgue measure

Keywords: Multiplicative functionals, Perfection, Essential topology

Nature: Original

Retrieve article from Numdam