Supposeis a stochastic process on a filtered probability space
, and let
be any Borel set.
Then, I want to show that the first date for whichis a stopping time.
The attached pdf file is my proof. Is it complete?
Supposeis a stochastic process on a filtered probability space
, and let
be any Borel set.
Then, I want to show that the first date for whichis a stopping time.
The attached pdf file is my proof. Is it complete?