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The measurability of hitting times. (English) Zbl 1202.60054
Electron. Commun. Probab. 15, 99-105 (2010); correction ibid. 16, 189-191 (2011).
Summary: 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.

MSC:
60G07 General theory of stochastic processes
60G05 Foundations of stochastic processes
60G40 Stopping times; optimal stopping problems; gambling theory
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