X: 08, 104-117, LNM 511 (1976)
MEYER, Paul-André;
YOR, Marc
Sur la théorie de la prédiction, et le problème de décomposition des tribus ${\cal F}^{\circ}_{t+}$ (
General theory of processes)
This paper contains another version of Knight's theory (preceding paper
1007) for cadlag process instead of measurable processes. These results then are applied to the pathology of germ fields: a natural measurability conjecture does not hold, and an example is given of a process $X_t$ such that its natural $\sigma$-field ${\cal F}_{1+}$ is not generated by ${\cal F}_{1}$ and the germ-field at $0$ of the process $(X_{1+s})$
Comment: On the pathology of germ fields, see H. von Weizsäcker,
Ann. Inst. Henri Poincaré, 19, 1983
Keywords: Prediction theory,
Germ fieldsNature: Original
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