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On a probability space \\((\\Omega,{\\mathcal A},{\\mathbf Q})\\), let \\({\\mathfrak G}\\subseteq {\\mathfrak F}\\) be two filtrations of sub-\\(\\sigma\\)-algebras \\(\\mathcal A\\) and a \\({\\mathfrak G}\\) stopping time \\(\\theta\\) such that \\({\\mathfrak G} \\) predictable processes coincide with \\(\\mathfrak F\\) predictable processes on \\((0,\\theta]\\) (this is Condition (B) in the paper). In this setup, it is well-known that, for any \\(\\mathfrak F\\) semimartingale \\(X\\), the process \\(X^{\\theta - }\\) (\\(X\\) stopped ``right before \\(\\theta\\)'') is a \\(\\mathfrak G\\) special semimartingale. The drift part of this process, one can get from the Jeulin and Yor formula [\\textit{T. Jeulin} and \\textit{M. Yor}, Lect. Notes Math. 649, 78--97 (1978; Zbl 0411.60045)]. Next, given a positive constant \\(T\\), the stopping time \\(\\theta\\) is called an invariance time if there exists a probability measure \\(\\mathbf P\\), which is called an invariance measure, equivalent to \\(\\mathbf Q\\) on \\({\\mathcal F}_T\\) such that, for any \\(({\\mathfrak F}, {\\mathbf P})\\) local martingale \\(X\\), \\(X^{\\theta - }\\) is a \\(({\\mathfrak G}, {\\mathbf Q})\\) local martingale. A characterization of the invariance times \\(\\theta\\) is given in terms of the \\((\\mathfrak F, \\mathbf Q)\\) Az\u00e9ma supermartingale. An invariance time sufficiency condition is derived in the paper. The role of invariance times in mathematical finance and BSDE applications is 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