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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Sokol, A. (2013). An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLV. Lecture Notes in Mathematics(), vol 2078. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00321-4_11
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DOI: https://doi.org/10.1007/978-3-319-00321-4_11
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