First-passage time
= First-passage time
{title2=$T_A$}
The first-passage time to a target set $A$ is $T_A=\inf\{t\geq0:X_t\in A\}$. It is also called a <hitting time>.
= Hitting time
{synonym}
= First-passage time
{title2=$T_A$}
The first-passage time to a target set $A$ is $T_A=\inf\{t\geq0:X_t\in A\}$. It is also called a <hitting time>.
= Hitting time
{synonym}