VIII: 04, 22-24, LNM 381 (1974)
DELLACHERIE, Claude
Un ensemble progressivement mesurable... (
General theory of processes)
The set of starting times of Brownian excursions from $0$ is a well-known example of a progressive set which does not contain any graph of stopping time. Here it is shown that considering the same set for the excursions from any $a$ and taking the union of all $a$, the corresponding set has the same property and has uncountable sections
Comment: Other such examples are known, such as the set of times at which the law of the iterated logarithm fails
Keywords: Progressive sets,
Section theoremsNature: Original
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XIII: 59, 646-646, LNM 721 (1979)
BARLOW, Martin T.
On the left endpoints of Brownian excursions (
Brownian motion,
Excursion theory)
It is shown that no expansion of the Brownian filtration can be found such that $B_t$ remains a semimartingale, and the set of left endpoints of Brownian excursions becomes optional
Keywords: Progressive setsNature: Original Retrieve article from Numdam
