List questions from stopping-times

Published on 12 Dec 2019 - 11:00

105

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Stopping time for a sped-up random walk

Published on 13 Dec 2019 - 14:01

31

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If $\sigma _n\nearrow \infty $ a.s. does there is $n\in\mathbb N$ s.t. $\sigma _n>t$ a.s.?

Published on 13 Dec 2019 - 14:41

697

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Expected exit time of ball of Brownian motion

Published on 13 Dec 2019 - 19:01

201

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First entrance time distribution CTMC

Published on 14 Dec 2019 - 12:48

42

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First hitting time inequality

Published on 15 Dec 2019 - 13:05

126

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Showing stopping time is finite almost surely by a zero-one law

Published on 15 Dec 2019 - 20:49

1.1k

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Brownian motion an stopping time expectation

Published on 27 Dec 2019 - 19:37

116

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Question about a proof regarding stopping times and the event $\{T<t\}$.

Published on 28 Dec 2019 - 1:03

133

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Increasing process and stopping time inequality

Published on 28 Dec 2019 - 16:30

73

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Prove that $\mathbb{P}(T_y < \infty) = \frac{a}{y}$

Published on 28 Dec 2019 - 23:02

81

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Step in the proof of martingale condition

Published on 29 Dec 2019 - 11:00

170

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Linear birth death branching process - expectation equation

Published on 23 Mar 2026 - 22:43

572

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Bounded and finite stopping times

Published on 29 Dec 2019 - 14:51

73

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show that $\mathbb{E}[T^{\alpha}_1] < \infty$ for $\alpha < 1/2$

Published on 30 Dec 2019 - 12:56

List Question

Doob's Optional Sample Theorem

Stopping time for a sped-up random walk

If $\sigma _n\nearrow \infty $ a.s. does there is $n\in\mathbb N$ s.t. $\sigma _n>t$ a.s.?

Expected exit time of ball of Brownian motion

First entrance time distribution CTMC

First hitting time inequality

Showing stopping time is finite almost surely by a zero-one law

Brownian motion an stopping time expectation

Question about a proof regarding stopping times and the event $\{T<t\}$.

Increasing process and stopping time inequality

Prove that $\mathbb{P}(T_y < \infty) = \frac{a}{y}$

Step in the proof of martingale condition

Linear birth death branching process - expectation equation

Bounded and finite stopping times

show that $\mathbb{E}[T^{\alpha}_1] < \infty$ for $\alpha < 1/2$

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