An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time

Alexander Sokol

doi:10.1007/978-3-319-00321-4_11

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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https://doi.org/10.1007/978-3-319-00321-4_11

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Publication Date: Jan 1, 2013

Citations: 9

Affiliation: University of Copenhagen

#Elementary Proof #Stopping Time + Show 5 more

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Abstract

AbstractWe give a short and elementary proof that the first hitting time of an open set by the jump process of a càdlàg adapted process is a stopping time.KeywordsJump ProcessElementary ResultElementary ProofDensity PropertyCountable SequenceThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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