List questions from stopping-times

Published on 30 May 2020 - 15:55

268

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Is the product of a constant and a stopping time also a stopping time?

Published on 26 Mar 2026 - 4:36

692

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Understanding $\mathcal F_\tau$ and showing that $X_\tau$ is $\mathcal F_\tau$-measurable where $\tau$ is a stopping time.

Published on 01 Jun 2020 - 8:35

46

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Relation between Stopping times

Published on 26 Mar 2026 - 6:19

189

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About continuous local martingales, question on Le-Gall's book

Published on 23 Feb 2026 - 6:20

110

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The probability that a killed random walk on $[-N,N]$ escapes before dying

Published on 10 Jun 2020 - 16:26

51

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Pointwise convergence of ${\tau \wedge n}(ω)$ to the rv ${\tau}(ω)$, given that the stopping time is finite

Published on 24 Feb 2026 - 10:19

78

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If $M$ is a martingale, show that $X_t = M_t − kt^2$ is a supermartingale iff $k$ is non-negative.

Published on 11 Jun 2020 - 17:40

147

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Three-Handed Gambler’s Ruin - end of the game

Published on 15 Jun 2020 - 13:47

63

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Markov property of the Brownian motion

Published on 16 Jun 2020 - 20:08

125

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Stochastic Connection Between Elliptic and Parabolic PDE

Published on 25 Mar 2026 - 17:37

42

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For any stopping time $\rho$, $\mathscr{F}_\rho$ is generated by $\cup_i \mathscr{F}_{\rho \wedge i}$

Published on 25 Jun 2020 - 18:54

92

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Optimal stopping in sampling without replacement

Published on 25 Mar 2026 - 19:00

732

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Optional Stopping Theorem

Published on 03 Jul 2020 - 16:08

79

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Question about Rene Schilling's proof of the transience of Brownian motion in dimension $\ge 3$, i.e. $P^x(\lim_{t\to \infty} |B(t)|=\infty)=1$.

Published on 03 Jul 2020 - 17:10

List Question

$P(\bigcup_{n\ge 1} \{\tau_n=T\})=1$

Is the product of a constant and a stopping time also a stopping time?

Understanding $\mathcal F_\tau$ and showing that $X_\tau$ is $\mathcal F_\tau$-measurable where $\tau$ is a stopping time.

Relation between Stopping times

About continuous local martingales, question on Le-Gall's book

The probability that a killed random walk on $[-N,N]$ escapes before dying

Pointwise convergence of ${\tau \wedge n}(ω)$ to the rv ${\tau}(ω)$, given that the stopping time is finite

If $M$ is a martingale, show that $X_t = M_t − kt^2$ is a supermartingale iff $k$ is non-negative.

Three-Handed Gambler’s Ruin - end of the game

Markov property of the Brownian motion

Stochastic Connection Between Elliptic and Parabolic PDE

For any stopping time $\rho$, $\mathscr{F}_\rho$ is generated by $\cup_i \mathscr{F}_{\rho \wedge i}$

Optimal stopping in sampling without replacement

Optional Stopping Theorem

Question about Rene Schilling's proof of the transience of Brownian motion in dimension $\ge 3$, i.e. $P^x(\lim_{t\to \infty} |B(t)|=\infty)=1$.

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