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2010 The measurability of hitting times
Richard Bass
Author Affiliations +
Electron. Commun. Probab. 15: 99-105 (2010). DOI: 10.1214/ECP.v15-1535

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. <p> A correction to this paper has been published: Electronic Communications in Probability, Vol. 16 (2011), paper 18

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Richard Bass. "The measurability of hitting times." Electron. Commun. Probab. 15 99 - 105, 2010. https://doi.org/10.1214/ECP.v15-1535

Information

Accepted: 9 March 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1202.60054
MathSciNet: MR2606507
Digital Object Identifier: 10.1214/ECP.v15-1535

Subjects:
Primary: 60G07
Secondary: 60G05, 60G40

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