arXiv:1001.3619 [math.PR]AbstractReferencesReviewsResources
The measurability of hitting times
Published 2010-01-20, updated 2023-06-27Version 3
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 for optional and predictable sets are easy corollaries of the proof.
Comments: This is a post-publication version that has a correction incorporated
Categories: math.PR
Subjects: 60G07
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