Suppose we define for $A\in \mathcal{B}(\mathbb{R^n})$ the first hitting time
$ T_A:= \inf\{t\ge 0;X_t(\omega)\in A\}$
where $X=(X_t)$ is a stochastic process, adapted to a Filtration and with right-continuous paths. Now suppose that $A$ is open then I want to show:
$\{T_A
for all $t\ge0$ and where $\mathcal{F}_t$ is a element of the filtration. In the book there's a hint, we should show $\{T_A
hulik