(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

Context: Both [itex]\sigma[/itex] and [itex]\tau[/itex] are stopping times in the filtered probability space [itex](\Omega,\mathscr{F},\{\mathscr{F}_t\}_{t\in [0,\infty)},P)[/itex].

Question: Why is it the case that [itex]\{min(\sigma,\tau) \leq t\} = \{\sigma \leq t\}\cup \{\tau \leq t\}[/itex]?

3. The attempt at a solution

I don't know why.

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# Homework Help: Stopping times: [itex]\{min(\sigma,\tau) \leq t\} \in \mathscr{F}_t\}[/itex]

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