Transfer theorems and right-continuous processes

Pietro Rigo, Hermann Thorisson
Theory of Stochastic Processes
Vol.21 (37), no.2, 2016, pp.91-95
A counterexample to a transfer result in [5](Theorem 2.4, Chap. 4) is given. A new result, which provides a reasonable substitute for the disproved one, is proved as well. This result yields, in particular, a transfer theorem for processes whose paths are right-continuous but not necessarily cadlag.