Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
7.3 Stopping Times, Strong Markov Property
Exercise 7.3.1 Let A A A be an F σ F_{\sigma}
Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
Exercise 7.3.1 Let A A A be an F σ F_{\sigma}