IX: 34, 530-533, LNM 465 (1975)
MEYER, Paul-André
Sur la démonstration de prévisibilité de Chung et Walsh (
Markov processes)
A new proof of the result that for a Hunt process, the previsible stopping times are exactly those at which the process does not jump was given by Chung-Walsh (
Z. für W-theorie, 29, 1974). Their idea is used here in a modified way, using a formula of Dawson which ``explicitly'' computes conditional expectations and projections. Then it is extended to Ray processes
Comment: The contents of this paper became Chapter XIV
44--47 in Dellacherie-Meyer,
Probabilités et PotentielKeywords: Hunt processes,
Previsible timesNature: Exposition
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