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arXiv · 1112.1603

Stopping times are hitting times: a natural representation

Tom Fischer
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Abstract

There exists a simple, didactically useful one-to-one relationship between stopping times and adapted càglàd (LCRL) processes that are non-increasing and take the values 0 and 1 only. As a consequence, stopping times are always hitting times.

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Tom Fischer. 2012-06-19. Stopping times are hitting times: a natural representation. https://doi.org/10.1016/j.spl.2012.09.024

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