I have this proof about the strong Markov property but it does only hold for finite-valued stopping times. Is it possible to modify it at some points s.t. it holds for any stopping time $\tau$ with values in $\mathbb{N}\cup \{\infty\}$??
2026-03-31 07:57:41.1774943861
Proof of strong Markov property for non finite-valued stopping times
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