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arXiv · 1001.3619

The measurability of hitting times

Richard F. Bass
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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.

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Richard F. Bass. 2010-01-20. The measurability of hitting times. https://arxiv.org/abs/1001.3619

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