List questions from stopping-times

39

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If $f_n$ is measurable w.r.t. $\mathcal{F}_n$ and $\mathcal{F}_n \downarrow \mathcal{F}$, is $\lim f_n$ measurable w.r.t. $\mathcal{F}$?

Published on 15 Nov 2019 - 9:29

91

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Proving that for a martingale $X_n$ and stopping time $N$, $\lim_{n \to \infty} X_{N \wedge n} = X_N$

Published on 17 Nov 2019 - 5:47

157

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A specific local martingale

Published on 23 Feb 2026 - 4:34

96

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Conditional probability of hitting times of Brownian motion with drift $-1$

Published on 19 Nov 2019 - 9:50

40

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stopping time for non-martingale

Published on 19 Nov 2019 - 15:58

193

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Expectation at stopping time = Expectation at the beginning

Published on 23 Nov 2019 - 11:05

301

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Estimate occupation time of Brownian Motion

Published on 26 Nov 2019 - 11:42

67

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Stopping time and martingale of $ \min \left\{ n \geq 1 : X_n = Y_n \right\}$

Published on 02 Dec 2019 - 22:19

51

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Stopping time of $ \min \left\{ n \geq 1 : X_n = Y_n \right\}$

Published on 03 Dec 2019 - 17:50

222

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Martingale property of an stochastic integral, stopping time, stopping theorem

Published on 07 Dec 2019 - 18:00

95

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Hitting time Brownian motion

Published on 09 Dec 2019 - 17:39

198

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Limit of a stopping time

Published on 10 Dec 2019 - 15:47

395

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Is Hitting time a finite stopping time?

Published on 10 Dec 2019 - 19:17

458

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First hitting time

Published on 25 Mar 2026 - 23:28

299

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Almost surely finite stopping time and the limit of a martingale

Published on 26 Mar 2026 - 3:01

List Question

If $f_n$ is measurable w.r.t. $\mathcal{F}_n$ and $\mathcal{F}_n \downarrow \mathcal{F}$, is $\lim f_n$ measurable w.r.t. $\mathcal{F}$?

Proving that for a martingale $X_n$ and stopping time $N$, $\lim_{n \to \infty} X_{N \wedge n} = X_N$

A specific local martingale

Conditional probability of hitting times of Brownian motion with drift $-1$

stopping time for non-martingale

Expectation at stopping time = Expectation at the beginning

Estimate occupation time of Brownian Motion

Stopping time and martingale of $ \min \left\{ n \geq 1 : X_n = Y_n \right\}$

Stopping time of $ \min \left\{ n \geq 1 : X_n = Y_n \right\}$

Martingale property of an stochastic integral, stopping time, stopping theorem

Hitting time Brownian motion

Limit of a stopping time

Is Hitting time a finite stopping time?

First hitting time

Almost surely finite stopping time and the limit of a martingale

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