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Lectures on Gaussian Approximations with Malliavin Calculus Read chapter Read first chapter

2013 | OriginalPaper | Chapter

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

Author : Alexander Sokol

Published in: Séminaire de Probabilités XLV

Publisher: Springer International Publishing

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Abstract

We give a short and elementary proof that the first hitting time of an open set by the jump process of a càdlàg adapted process is a stopping time.

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previous chapter Windings of Planar Stable Processes
next chapter Catalytic Branching Processes via Spine Techniques and Renewal Theory
Literature
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2.
R.F. Bass, Correction to “The measurability of hitting times”. Electron. Comm. Probab. 16, 189–191 (2011)MathSciNetMATH
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C. Dellacherie, P.-A. Meyer, Probabilities and Potential. North-Holland Mathematics Studies, vol. 29 (North-Holland, Amsterdam, 1978)
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P. Protter, Stochastic Integration and Differential Equations, 2nd edn. Version 2.1. Stochastic Modelling and Applied Probability, vol. 21 (Springer, Berlin, 2005)
5.
L.C.G. Rogers, D. Williams, Diffusions, Markov Processes and Martingales, 2nd edn., vol. 1 (Cambridge University Press, Cambridge, 2000)
Metadata
Title
An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time
Author
Alexander Sokol
Copyright Year
2013
Publisher
Springer International Publishing
Book
Séminaire de Probabilités XLV

Print ISBN: 978-3-319-00320-7

Electronic ISBN: 978-3-319-00321-4

Copyright Year: 2013

DOI
https://doi.org/10.1007/978-3-319-00321-4_11