An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time
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Publication:2865111
DOI10.1007/978-3-319-00321-4_11zbMATH Open1283.60108arXiv1205.2479OpenAlexW1854062417MaRDI QIDQ2865111FDOQ2865111
Authors: Alexander Sokol 
Publication date: 28 November 2013
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1205.2479
Cited In (5)
- Harmonic analysis invariants for infinite graphs via operators and algorithms
- An Elementary Proof of the Hitting Time Theorem
- Monopoles, dipoles, and harmonic functions on Bratteli diagrams
- Independence times for iid sequences, random walks and Lévy processes
- CVA and vulnerable options in stochastic volatility models
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