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The measurability of hitting times
Bass, Richard F....
The measurability of hitting times by Bass, Richard F. ( Author )
N.A
20-01-2010
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.
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Article
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36.88 KB
English
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MYR 0.00
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http://arxiv.org/abs/1001.3619
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