2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208545In this paper, we propose several "measurements" of the "non-stopping timeness" of ends g of previsible sets, such that g avoids stopping times, in an ambiant filtration. We then study several explicit examples, involving last passage times of some remarkable martingales.7 pages, 3 figuresProbabilityStatistical Finance60GMeasuring the "non-stopping timeness" of ends of previsible setstext