IX: 25, 466-470, LNM 465 (1975)
MEYER, Paul-André;
YAN, Jia-An
Génération d'une famille de tribus par un processus croissant (
General theory of processes)
The previsible and optional $\sigma$-fields of a filtration $({\cal F}_t)$ on $\Omega$ are studied without the usual hypotheses: no measure is involved, and the filtration is not right continuous. It is proved that if the $\sigma$-fields ${\cal F}_{t-}$ are separable, then so is the previsible $\sigma$-field, and the filtration is the natural one for a continuous strictly increasing process. A similar result is proved for the optional $\sigma$-field assuming $\Omega$ is a Blackwell space, and then every measurable adapted process is optional
Comment: Making the filtration right continuous generally destroys the separability of the optional $\sigma$-field
Keywords: Previsible processes,
Optional processesNature: Original
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