List questions from stopping-times

Published on 12 Apr 2019 - 5:35

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stopping time almost surely finite

Published on 22 Mar 2026 - 23:36

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Expectation of a hitting time

Published on 13 Apr 2019 - 18:52

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Sigma-algebra associated to a stopping time.

Published on 13 Apr 2019 - 21:49

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Compute moments of Brownian motion stopped at exit time of $[a,b]$

Published on 16 Apr 2019 - 22:16

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If a strong Markov process reaches a Borel set a.s., can it be restarted from that set?

Published on 17 Apr 2019 - 8:45

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Minimal stopping time of brownian motion

Published on 25 Mar 2026 - 17:39

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$\tau > \sigma$ is a stoppinig time when $\sigma$ is a stopping time and $\tau$ measurable regarding $\mathcal{F}_\sigma$

Published on 20 Apr 2019 - 16:10

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A new stopping time built from a stopping time

Published on 22 Apr 2019 - 13:34

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key identities in the proof of Optional Sampling Theorem

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Question about stopping time : what would be $M_{\tau}$ if $\{\tau\leq t\}\notin \mathcal F_t$?

Published on 01 May 2019 - 8:35

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If $T$ is a stopping time, what represent $\mathcal F_T$?

Published on 08 May 2019 - 8:21

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If $f:[0,\infty)\to\mathbb R$ is continuous and $\tau=\inf\left\{t>0:f(t)>\varepsilon\right\}$, then $f(\tau\wedge t)\le\varepsilon$ for all $t\ge0$

Published on 12 May 2019 - 14:08

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Wiener process with drift $W_t+at$

Published on 13 May 2019 - 10:30

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$P(T_2=T_{-3}), P(T_1<T_4<T_{-1})$ and $P(T_3<2)-P(T_{-3}<2)$

Published on 16 May 2019 - 21:43

List Question

Càdlàg Feller process is quasi-left-continuous

stopping time almost surely finite

Expectation of a hitting time

Sigma-algebra associated to a stopping time.

Compute moments of Brownian motion stopped at exit time of $[a,b]$

If a strong Markov process reaches a Borel set a.s., can it be restarted from that set?

Minimal stopping time of brownian motion

$\tau > \sigma$ is a stoppinig time when $\sigma$ is a stopping time and $\tau$ measurable regarding $\mathcal{F}_\sigma$

A new stopping time built from a stopping time

key identities in the proof of Optional Sampling Theorem

Question about stopping time : what would be $M_{\tau}$ if $\{\tau\leq t\}\notin \mathcal F_t$?

If $T$ is a stopping time, what represent $\mathcal F_T$?

If $f:[0,\infty)\to\mathbb R$ is continuous and $\tau=\inf\left\{t>0:f(t)>\varepsilon\right\}$, then $f(\tau\wedge t)\le\varepsilon$ for all $t\ge0$

Wiener process with drift $W_t+at$

$P(T_2=T_{-3}), P(T_1<T_4<T_{-1})$ and $P(T_3<2)-P(T_{-3}<2)$

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