Show that is a stopping time if and only if { t} F t
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Show that τ is a stopping time if and only if {τ ≤ t} ∈ Ft .
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{t ≤t} = {t = 0} U {t=1} U... U {t=t} and {t=t} = {t ≤t}n{t ≤t - 1}.
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