Stopping times are hitting times: a natural representation

Details Stopping times are hitting times: a natural representation Stopping times are hitting times: a natural representation

2011-12-07

arxiv.org/abs/1112.1603v3

Mathematics

Probability

Scientific paper

There exists a simple, didactically useful one-to-one relationship between
stopping times and adapted c\`agl\`ad (LCRL) processes that are non-increasing
and take the values 0 and 1 only. As a consequence, stopping times are always
hitting times.

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