An elementary proof that the first hitting time of an open set by a jump process is a stopping time
Probability
2014-10-28 v2
Abstract
We give a short and elementary proof that the first hitting time of an open set by the jump process of a c\`adl\`ag adapted process is a stopping time.
Cite
@article{arxiv.1205.2479,
title = {An elementary proof that the first hitting time of an open set by a jump process is a stopping time},
author = {Alexander Sokol},
journal= {arXiv preprint arXiv:1205.2479},
year = {2014}
}