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Need to find Conditions to get a (sub-)martingale

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#probability-theory #expectation #martingales #stopping-times
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What techniques for proving that a stopping time is finite almost surely?

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#stochastic-calculus #stopping-times
122
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Discrete martingale stopping time

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#probability #proof-writing #expectation #martingales #stopping-times
330
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Optional Stopping Theorem for martingales

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#stochastic-calculus #brownian-motion #martingales #stopping-times
339
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Prove that stopped discrete time nonnegative supermartingales are uniformly integrable

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#stopping-times #uniform-integrability
459
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optimal strategy for drawing a deck of cards

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#probability #stopping-times #card-games #gambling
136
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$\frac1n \sum_{i=1}^n W_i(T_i)\to 0$ a.s. for $n\to\infty$

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#probability-theory #convergence-divergence #expectation #brownian-motion #stopping-times
778
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Brownian Motion Hitting Time of a line with a negative axis intercept

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#stochastic-processes #stochastic-calculus #brownian-motion #stopping-times
74
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Random walk with barriers: estimate time since the appearance of a barrier

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#random-walk #stopping-times
145
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Generalizing a proof for the density of stopped subordinators

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#proof-verification #stochastic-processes #stopping-times #density-function #levy-processes
74
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Independence of random variables that are functions of a sequence of stopping times

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#probability #random-variables #stopping-times
2.3k
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Martingale and Stopping Time with Finite Expectation

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#probability-theory #stochastic-processes #brownian-motion #martingales #stopping-times
489
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Show that $L=\sup\{t>0; X_t \geq 2\}$ is not a stopping time

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#measure-theory #stochastic-processes #stopping-times
79
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Identifying stopping times

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#measure-theory #finance #stopping-times
1.9k
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Laplace transform of hitting time of Brownian motion with drift

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#probability-theory #martingales #stochastic-analysis #stopping-times

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