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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 times

Nature: Original

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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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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 Potentiel*

Keywords: Hunt processes, Previsible times

Nature: Exposition

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XIV: 34, 316-317, LNM 784 (1980)

**ÉMERY, Michel**

Une propriété des temps prévisibles (General theory of processes)

The idea is to prove that the general theory of processes on a random interval $[0,T[$, where $T$ is previsible, is essentially the same as on $[0,\infty[$. To this order, a continuous, strictly increasing adapted process $(A_t)$ is constructed, such that $A_0=0$, $A_T=1$

Keywords: Previsible times

Nature: Original

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XIV: 35, 318-323, LNM 784 (1980)

**ÉMERY, Michel**

Annonçabilité des temps prévisibles. Deux contre-exemples (General theory of processes)

It is shown that two standard results on previsible stopping times on a probability space, namely that every previsible time $T$ can be ``foretold'' by a strictly increasing sequence $T_n\uparrow T$, and that the $T_n$ can themselves be taken previsible, become false if exceptional sets of measure zero are not allowed

Keywords: Previsible times

Nature: Original

Retrieve article from Numdam

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 times

Nature: Original

Retrieve article from Numdam

IV: 05, 60-70, LNM 124 (1970)

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,

Keywords: Stopping times, Accessible times, Previsible times

Nature: Original

Retrieve article from Numdam

IX: 34, 530-533, LNM 465 (1975)

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 (

Comment: The contents of this paper became Chapter XIV

Keywords: Hunt processes, Previsible times

Nature: Exposition

Retrieve article from Numdam

XIV: 34, 316-317, LNM 784 (1980)

Une propriété des temps prévisibles (General theory of processes)

The idea is to prove that the general theory of processes on a random interval $[0,T[$, where $T$ is previsible, is essentially the same as on $[0,\infty[$. To this order, a continuous, strictly increasing adapted process $(A_t)$ is constructed, such that $A_0=0$, $A_T=1$

Keywords: Previsible times

Nature: Original

Retrieve article from Numdam

XIV: 35, 318-323, LNM 784 (1980)

Annonçabilité des temps prévisibles. Deux contre-exemples (General theory of processes)

It is shown that two standard results on previsible stopping times on a probability space, namely that every previsible time $T$ can be ``foretold'' by a strictly increasing sequence $T_n\uparrow T$, and that the $T_n$ can themselves be taken previsible, become false if exceptional sets of measure zero are not allowed

Keywords: Previsible times

Nature: Original

Retrieve article from Numdam