Structural properties of randomized times
The authors introduce and explore the algebraic properties of two classes of associated objects: the class of randomized (optional) times and that of their associated random measures. (These could be thought of as a generalization of the notions of time changes and additive functionals). Then they prove some compactness results and apply them to further study of the Skorohod representation problem.
scientific article; zbMATH DE number 3962904
scientific article