XIV: 49, 500-546, LNM 784 (1980)
LENGLART, Érik
Tribus de Meyer et théorie des processus (
General theory of processes,
Stochastic calculus)
The subject of this paper is the study of the $\sigma$-field on $
R_+\times\Omega$ generated by a family of cadlag processes including the deterministic ones, and stable under stopping at non-random times. Of course the optional and previsible $\sigma$-fields are Meyer $\sigma$-fields in this very general sense. It is a matter of wonder to see how far one can go with such simple hypotheses, which were suggested by Dellacherie
705Comment: This beautiful paper was generally ignored. If a suggestive name had been used instead of the terminology ``Meyer $\sigma$-field'', its fate might have been different. See
1524 for an interesting application. The work of Fourati (partly unpublished) follows along the same lines, but including time reversal: see
2119Keywords: Projection theorems,
Section theoremsNature: Original Retrieve article from Numdam