C. Definition, A transition kernel P for which the first item is reinforced supposing that (s, x) ?? P s,t (x, A) is Borel for any t, A, will be said measurable in time

C. Definition, A canonical Markov class associated to a transition kernel P is a set of probability measures (È s,x ) (s,x)?[0,T ]×E defined on the measurable space (?, F ) and verifying for any t ?) and for any s ? t ? u È s,x (X u ? A|F t ) = P t,u (X t , A) È s,x a.s

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