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

DOI10.1007/978-3-319-00321-4_11MaRDI QIDQ2865111zbMATH OpenOpenAlexFDO

Authors Alexander Sokol

Publication date 28 November 2013

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.2479

zbMATH Keywords

stopping timefirst hitting timejump process

Mathematics Subject Classification ID

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.

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

This page was built for publication: An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2865111)