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An elementary proof that the first hitting time of an $F_σ$ set by a jump process is a stopping time

Published 9 Aug 2013 in math.PR | (1308.2154v1)

Abstract: We give a short and elementary proof that the first hitting time of a $F_\sigma$ set by the jump process of a c`{a}dl`{a}g adapted process is a stopping time.

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