In the study of stochastic processes in mathematics, a hitting time (or first hit time) is the first time at which a given process "hits" a given subset of the state space. Exit times and return times are also examples of hitting times. == Definitions == Let T be an ordered index set such as the natural numbers, N, the non-negative real numbers, [0, +∞), or a subset of these; elements t ∈ T can be thought of as "times". Given a probability space (Ω, Σ, Pr) and a measurable state space S, let X : Ω × T → S be a stochastic process, and let A be a measurable subset of the state space S. Then the first...