Question

Intuitively, why does stopping a driftless process result in a driftless process (i.e., why is a stopped martingale still a martingale)?

score 195 · Answer 1 · 2017-02-26 14:27:19

195

Views

Intuitively, why does stopping a driftless process result in a driftless process (i.e., why is a stopped martingale still a martingale)?

Published on 26 Feb 2017 - 14:27

score 528 · Answer 2 · 2017-02-28 15:30:18

528

Views

Adapted Cadlag processes : hitting times are stopping times?

Published on 28 Feb 2017 - 15:30

score 318 · Answer 3 · 2017-02-28 15:55:00

318

Views

The jump of cadlag process is indistinguishable from the zero process

Published on 28 Feb 2017 - 15:55

score 139 · Answer 4 · 2026-03-26 09:48:17

139

Views

Optimal stopping of Levy processes

Published on 26 Mar 2026 - 9:48

score 45 · Answer 5 · 2017-03-03 16:08:46

45

Views

Does a property derived using optional stopping hold in the limit

Published on 03 Mar 2017 - 16:08

score 28 · Answer 6 · 2017-03-04 09:35:47

28

Views

Properties of Stoppign times

Published on 04 Mar 2017 - 9:35

score 21 · Answer 7 · 2017-03-04 20:03:27

21

Views

Inversion formula in a paper of Prof. Siegmund about "one sided stopping rule"

Published on 04 Mar 2017 - 20:03

score 802 · Answer 8 · 2017-03-08 20:54:27

802

Views

Doob’s Optional Stopping Theorem in the case of the Wald Identity

Published on 08 Mar 2017 - 20:54

score 322 · Answer 9 · 2017-03-10 15:52:40

322

Views

Is this a stopping time?

Published on 10 Mar 2017 - 15:52

score 539 · Answer 10 · 2017-03-12 12:18:14

539

Views

Brownian motion and conditional expectation

Published on 12 Mar 2017 - 12:18

score 53 · Answer 11 · 2017-03-12 14:16:31

53

Views

A relationship between stopping times and their $\sigma$-algebras

Published on 12 Mar 2017 - 14:16

score 175 · Answer 12 · 2017-03-17 19:09:54

175

Views

Is $T$ a stopping time for the filtration of $T_n=\min(T, n)$?

Published on 17 Mar 2017 - 19:09

score 410 · Answer 13 · 2017-03-18 14:20:40

410

Views

Expectation $E[e^{1/2 T}]$ where T is stopping time w.r.t. Brownian motion

Published on 18 Mar 2017 - 14:20

score 296 · Answer 14 · 2026-03-26 09:38:21

296

Views

Characteristic function of Levy process with stopping time

Published on 26 Mar 2026 - 9:38

score 246 · Answer 15 · 2017-03-26 10:09:11

246

Views

When is $\tau$ a stopping time?

Published on 26 Mar 2017 - 10:09

List Question

Intuitively, why does stopping a driftless process result in a driftless process (i.e., why is a stopped martingale still a martingale)?

Adapted Cadlag processes : hitting times are stopping times?

The jump of cadlag process is indistinguishable from the zero process

Optimal stopping of Levy processes

Does a property derived using optional stopping hold in the limit

Properties of Stoppign times

Inversion formula in a paper of Prof. Siegmund about "one sided stopping rule"

Doob’s Optional Stopping Theorem in the case of the Wald Identity

Is this a stopping time?

Brownian motion and conditional expectation

A relationship between stopping times and their $\sigma$-algebras

Is $T$ a stopping time for the filtration of $T_n=\min(T, n)$?

Expectation $E[e^{1/2 T}]$ where T is stopping time w.r.t. Brownian motion

Characteristic function of Levy process with stopping time

When is $\tau$ a stopping time?

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