List questions from stopping-times

Published on 15 Sep 2019 - 5:25

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Shift of A martingale by A stopping time

Published on 16 Sep 2019 - 1:26

424

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Expected value and probability of stopping time

Published on 20 Sep 2019 - 10:49

52

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Show that $\{ S < T\} \in \mathcal{F}_{S}$ and $\mathcal{F}_{T}$ where $S,T$ are stopping times

Published on 22 Sep 2019 - 12:43

80

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For a stopping time does $E[(\tau \wedge t)1_A]=E[(\tau \wedge s)1_A] $ for $s \le t $ and any $A \in \mathcal F_{\tau \wedge s }$?

Published on 25 Sep 2019 - 15:09

24

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proving a lemma that is used to show that a stopping time is integrable under certain conditions

Published on 28 Sep 2019 - 12:33

47

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Why is $E(\tau_{z})=\infty$ with the following proof?

Published on 28 Sep 2019 - 18:49

58

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Confusion on integrability of stopping times

Published on 01 Oct 2019 - 10:37

91

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If $E(X_{n+1}\vert \mathcal{F}_{n})\leq X_{n}+Y_{n}$ and $\sum Y_{n} < \infty$ how can I define a supermartingale?

Published on 01 Oct 2019 - 23:32

120

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Jump time of a previsible process is previsible?

Published on 16 Mar 2014 - 19:44

233

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Stopping time problem - Show that T is bounded

Published on 18 Mar 2014 - 0:19

109

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Find an example such that $\tau$ is a stopping time and $\mathcal{F}_\tau$ and $\mathcal{F}_\infty$ differ on $\{\tau = \infty\}$.

Published on 19 Mar 2014 - 0:03

125

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Conditioning on $\mathcal{F}_\sigma$ for $\sigma$ stopping time

Published on 19 Mar 2014 - 17:22

226

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Markov chains and natural filtration

Published on 07 Apr 2014 - 6:12

819

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Stopping time question $\sigma$

Published on 08 Apr 2014 - 14:37

List Question

Almost sure continuity about the integral of an adapted process

Shift of A martingale by A stopping time

Expected value and probability of stopping time

Show that $\{ S < T\} \in \mathcal{F}_{S}$ and $\mathcal{F}_{T}$ where $S,T$ are stopping times

For a stopping time does $E[(\tau \wedge t)1_A]=E[(\tau \wedge s)1_A] $ for $s \le t $ and any $A \in \mathcal F_{\tau \wedge s }$?

proving a lemma that is used to show that a stopping time is integrable under certain conditions

Why is $E(\tau_{z})=\infty$ with the following proof?

Confusion on integrability of stopping times

If $E(X_{n+1}\vert \mathcal{F}_{n})\leq X_{n}+Y_{n}$ and $\sum Y_{n} < \infty$ how can I define a supermartingale?

Jump time of a previsible process is previsible?

Stopping time problem - Show that T is bounded

Find an example such that $\tau$ is a stopping time and $\mathcal{F}_\tau$ and $\mathcal{F}_\infty$ differ on $\{\tau = \infty\}$.

Conditioning on $\mathcal{F}_\sigma$ for $\sigma$ stopping time

Markov chains and natural filtration

Stopping time question $\sigma$

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