An elementary proof that the first hitting time of an open set by a jump process is a stopping time

Alexander Sokol

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arXiv · 1205.2479

An elementary proof that the first hitting time of an open set by a jump process is a stopping time

Alexander Sokol

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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.

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Alexander Sokol. 2012-05-11. An elementary proof that the first hitting time of an open set by a jump process is a stopping time. https://arxiv.org/abs/1205.2479

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