跳跃过程对开集的首达时间是停时的初等证明
概率论
2014-10-28 v2
摘要
我们给出了一个简短且初等的证明，证明一个càdlàg适应过程的跳跃过程对开集的首达时间是停时。
引用
@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}
}