List questions from stopping-times | MathQa

Show submartingale property.

Published on 12 Jan 2025 - 18:09

The expected value of stop-time for Brownian motion $\tau=\min_t\{B_t^2\geq t+1\}$.

Published on 27 Dec 2024 - 6:13

Application of Laplace transform to stopping times and expectations

Published on 11 Jan 2025 - 19:18

Conditional expectation and stopping time $\mathbb{E}(X1_{T\leq m}|\mathcal{F}_{T\wedge m})=\mathbb{E}(X1_{T\leq m}|\mathcal{F}_T)$

Published on 12 Jan 2025 - 9:33

Is the following a stopping time?

Published on 12 Jan 2025 - 9:43

Proof that the stopping time for a Brownian Motion is finite for given target levels

Published on 27 Dec 2024 - 14:39

What is a good/extensive undergraduate level reference on random walks?

Published on 12 Jan 2025 - 9:43

Is $\tau = \inf \{n :X_1+\cdots+X_{n-1}\leq 1\leq X_1+\cdots+X_{n-1}+X_n \}$ a stopping time?

Published on 12 Jan 2025 - 9:43

Stopping time distribution and transforms with 1-dimension B-motion.

Published on 12 Jan 2025 - 9:43

Augmented filtration martingale proof.

Published on 12 Jan 2025 - 9:43