III: 10, 152-154, LNM 88 (1969)
MEYER, Paul-André
Un résultat élémentaire sur les temps d'arrêt (
General theory of processes)
This useful result asserts that a stopping time is accessible if and only if its graph is contained in a countable union of graphs of previsible stopping times
Comment: Before this was noticed, accessible stopping times were considered important. After this remark, previsible stopping times came to the forefront
Keywords: Stopping times,
Accessible times,
Previsible timesNature: Original
Retrieve article from Numdam
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
906Keywords: Stopping times,
Accessible times,
Previsible timesNature: Original Retrieve article from Numdam
