Question

How to prove $\mathcal F_T \subseteq \sigma(\bigcup_n \mathcal F_{T_n})$?

score 103 · Answer 1 · 2020-02-18 11:35:13

103

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How to prove $\mathcal F_T \subseteq \sigma(\bigcup_n \mathcal F_{T_n})$?

Published on 18 Feb 2020 - 11:35

score 982 · Answer 2 · 2020-02-18 14:31:04

982

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Let $(T_n)$ be a sequence of stopping times. If $\limsup_{n \to \infty} T_n$ is finite, then it is a stopping time

Published on 18 Feb 2020 - 14:31

score 51 · Answer 3 · 2020-02-19 10:32:26

51

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On the inductive construction of stopping times

Published on 19 Feb 2020 - 10:32

score 666 · Answer 4 · 2020-02-20 17:33:43

666

Views

if $T$ is a stopping time, $X_T$ is $\mathcal F_T$ measurable. Proof with characteristic functions

Published on 20 Feb 2020 - 17:33

score 114 · Answer 5 · 2020-02-26 06:16:42

114

Views

Effective Drift Due to Conditional Stochastic Process.

Published on 26 Feb 2020 - 6:16

score 42 · Answer 6 · 2020-02-26 12:33:49

42

Views

Fatou's Lemma for a discounted compound poisson process

Published on 26 Feb 2020 - 12:33

score 677 · Answer 7 · 2020-02-29 19:58:02

677

Views

Expected value of a random variable at a stopping time.

Published on 29 Feb 2020 - 19:58

score 108 · Answer 8 · 2026-03-27 06:17:06

108

Views

Chernoff Type Bounds for a Stopped Sum of Independent Random Variables

Published on 27 Mar 2026 - 6:17

score 34 · Answer 9 · 2026-03-26 03:00:47

34

Views

Problem comprehending an equation about Stopping Times

Published on 26 Mar 2026 - 3:00

score 427 · Answer 10 · 2026-03-26 18:59:04

427

Views

How is the optional stopping theorem applied here?

Published on 26 Mar 2026 - 18:59

score 33 · Answer 11 · 2020-03-04 19:06:49

33

Views

Estimate an integral over a set using the passage times of an independent process

Published on 04 Mar 2020 - 19:06

score 39 · Answer 12 · 2020-03-06 03:37:03

39

Views

Expected number with of rounds until n guests receive their correct keys through a random process

Published on 06 Mar 2020 - 3:37

score 232 · Answer 13 · 2020-03-06 15:16:20

232

Views

Use the strong Markov property to show that the $k$th return time to a state is finite

Published on 06 Mar 2020 - 15:16

score 53 · Answer 14 · 2026-03-26 02:55:08

53

Views

Classification of stopping times in a Poisson Process setting

Published on 26 Mar 2026 - 2:55

score 132 · Answer 15 · 2020-03-09 00:07:49

132

Views

Let $T$ be a stopping time. Is $M_T$ well-defined in this exercise?

Published on 09 Mar 2020 - 0:07

List Question

How to prove $\mathcal F_T \subseteq \sigma(\bigcup_n \mathcal F_{T_n})$?

Let $(T_n)$ be a sequence of stopping times. If $\limsup_{n \to \infty} T_n$ is finite, then it is a stopping time

On the inductive construction of stopping times

if $T$ is a stopping time, $X_T$ is $\mathcal F_T$ measurable. Proof with characteristic functions

Effective Drift Due to Conditional Stochastic Process.

Fatou's Lemma for a discounted compound poisson process

Expected value of a random variable at a stopping time.

Chernoff Type Bounds for a Stopped Sum of Independent Random Variables

Problem comprehending an equation about Stopping Times

How is the optional stopping theorem applied here?

Estimate an integral over a set using the passage times of an independent process

Expected number with of rounds until n guests receive their correct keys through a random process

Use the strong Markov property to show that the $k$th return time to a state is finite

Classification of stopping times in a Poisson Process setting

Let $T$ be a stopping time. Is $M_T$ well-defined in this exercise?

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