| 概要 | In this paper, we prove that, if an  supermartingale
 valued in  admits a multiplicative decomposition
 where  is a continuous increasing process , one
can construct (infinitely many) random times  such that
= N_te^{-A_t}) . To solve the
problem, we exhibit random times admitting a conditional law with
respect to , i.e., =:M^u_t) such that
 . The difficulty is that the family of martingales 
must be increasing w.r.t. the parameter  . All the random times admit
as intensity, i.e., 
are martingales.
http://www-an.acs.i.kyoto-u.ac.jp/~hino/probability/seminar/abstract/110313jeanblanc.pdf |