The measurability of hitting times

Details The measurability of hitting times The measurability of hitting times

2010-01-20

arxiv.org/abs/1001.3619v2

Mathematics

Probability

This is a post-publication version that has a correction incorporated

Scientific paper

Under very general conditions the hitting time of a set by a stochastic
process is a stopping time. We give a new simple proof of this fact. The
section theorems foroptional and predictable sets are easy corollaries of the
proof.

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