摘要: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
关键词:Stopping time, hitting time, progressively measurable, optional, predictable, debut theorem, section theorem;Primary: 60G07; Secondary: 60G05, 60G40