{ "id": "1112.1603", "version": "v4", "published": "2011-12-07T15:56:49.000Z", "updated": "2012-06-19T22:20:34.000Z", "title": "Stopping times are hitting times: a natural representation", "authors": [ "Tom Fischer" ], "journal": "Fischer, T., 2012. On simple representations of stopping times and stopping time sigma-algebras. Statistics & Probability Letters. doi: 10.1016/j.spl.2012.09.024", "doi": "10.1016/j.spl.2012.09.024", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v4", "updated": "2012-06-19T22:20:34.000Z" } ], "analyses": { "subjects": [ "60G40", "97K50", "97K60" ], "keywords": [ "stopping times", "hitting times", "natural representation", "didactically useful one-to-one relationship" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1112.1603F" } } }