The measurability of hitting times
Probability
2023-06-28 v3
Abstract
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.
Keywords
Cite
@article{arxiv.1001.3619,
title = {The measurability of hitting times},
author = {Richard F. Bass},
journal= {arXiv preprint arXiv:1001.3619},
year = {2023}
}
Comments
This is a post-publication version that has a correction incorporated