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Systèmes de sortie ℱ Dt prévisibles
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  • Published: September 1989

Systèmes de sortie ℱ Dt prévisibles

  • B. Maisonneuve1 

Probability Theory and Related Fields volume 80, pages 395–405 (1989)Cite this article

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Summary

Given a random closed setM, adapted to a filtration (ℱ t ), we construct a local time ofM which is both (ℱ t ) adapted and (ℱ Dt ) predictable, whereD t =inf{s>t: s∈M}. Similarly an exit system, both (ℱ t ) optional and (ℱ Dt ) predictable, is associated withM and with the process representing the future at each timet. The paper is motivated by the markovian case, where the general results are applied to Ray processes.

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Authors and Affiliations

  1. Laboratoire de Mathématiques, Institut Fourier, F-38040, Grenoble, France

    B. Maisonneuve

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  1. B. Maisonneuve
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Maisonneuve, B. Systèmes de sortie ℱ Dt prévisibles. Probab. Th. Rel. Fields 80, 395–405 (1989). https://doi.org/10.1007/BF01794431

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  • Received: 01 June 1987

  • Issue Date: September 1989

  • DOI: https://doi.org/10.1007/BF01794431

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