Let (U subset mathbb{R}^{d}) be an open set and assume that (left(X_{t}ight)_{t geqslant 0}) is a stochastic

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Let $U \subset \mathbb{R}^{d}$ be an open set and assume that $\left(X_{t}ight)_{t \geqslant 0}$ is a stochastic process with continuous paths. Show that $\tau_{U}=\tau_{U}^{\circ}$.

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

ISBN: 9783110741254

3rd Edition

Authors: René L. Schilling, Björn Böttcher

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Question Posted: Mar 17, 2024 01:00 AM

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Let (U subset mathbb{R}^{d}) be an open set and assume that (left(X_{t}ight)_{t geqslant 0}) is a stochastic

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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