Bass, Richard F. 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. Cited in 1 ReviewCited in 13 Documents MSC: 60G07 General theory of stochastic processes 60G05 Foundations of stochastic processes 60G40 Stopping times; optimal stopping problems; gambling theory Keywords:stopping time; hitting time; progressively measurable; debut theorem; section theorem × Cite Format Result Cite Review PDF Full Text: DOI arXiv EuDML EMIS