首页    期刊浏览 2025年02月25日 星期二
登录注册

文章基本信息

  • 标题:The measurability of hitting times
  • 本地全文:下载
  • 作者:Bass, Richard F
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2010
  • 卷号:15
  • 页码:99-105
  • DOI:10.1214/ECP.v15-1535
  • 出版社:Electronic Communications in Probability
  • 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
国家哲学社会科学文献中心版权所有