arXiv Analytics

Sign in

arXiv:1308.2154 [math.PR]AbstractReferencesReviewsResources

An elementary proof that the first hitting time of an $F_σ$ set by a jump process is a stopping time

Alexander Sokol

Published 2013-08-09Version 1

We give a short and elementary proof that the first hitting time of a $F_\sigma$ set by the jump process of a c\`{a}dl\`{a}g adapted process is a stopping time.

Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1205.2479 [math.PR] (Published 2012-05-11, updated 2012-09-14)
An elementary proof that the first hitting time of an open set by a jump process is a stopping time
arXiv:1705.08046 [math.PR] (Published 2017-05-23)
An Elementary Proof for the Structure of Derivatives in Probability Measures
arXiv:1606.03186 [math.PR] (Published 2016-06-10)
Projecting the distribution of planar Browian motion at a stopping time through an analytic function

Links

Toolbox