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The measurability of hitting times


 
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1. Title Title of document The measurability of hitting times
 
2. Creator Author's name, affiliation, country Richard F Bass; University of Connecticut
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Stopping time, hitting time, progressively measurable, optional, predictable, debut theorem, section theorem
 
3. Subject Subject classification Primary: 60G07; Secondary: 60G05, 60G40
 
4. Description 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.

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

 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF grant DMS-0901505
 
7. Date (YYYY-MM-DD) 2010-03-09
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1535
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1535
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
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