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Show that it is a stopping time

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#probability #martingales #stopping-times
58
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Conditional expectation of i.i.d variables at random times

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#conditional-expectation #stopping-times #filtrations
26
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Uniform continuity implies finite number of downcrossings of Brownian Motion almost surely?

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#real-analysis #probability-theory #stochastic-processes #brownian-motion #stopping-times
104
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Brownian motion reflection principle under the general stopping time

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#brownian-motion #markov-process #stopping-times
109
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Proof that the time of the k-th return is a stopping time

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#probability #markov-chains #stopping-times
39
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Show that $X_{\tau}=2b(\tau p-1)$

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#probability-theory #martingales #stopping-times
74
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Rarest coupon in coupon collectors problem

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#probability #expected-value #stopping-times #coupon-collector
57
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Complement stopping time

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#stochastic-processes #stochastic-calculus #stopping-times
44
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Martingales with bounded stopping time

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#martingales #stopping-times
324
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Collatz stopping time curves

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#stopping-times #collatz-conjecture
83
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A process with stationary independent increments cannot have fixed time of discontinuity

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#continuity #stochastic-processes #stopping-times
59
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Can optional stopping hold for $\mathcal{L}^1$ bounded martingales?

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#probability-theory #martingales #stopping-times
47
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The continuity of stopping time.

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#probability-theory #continuity #stochastic-processes #stopping-times
79
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Under what conditions on a stopping time expectation of a stopped Brownian Motion is infinite?

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#probability #brownian-motion #stopping-times
37
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What are the moments of the value of a random walk stopped at a one-sided hitting time?

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#probability #probability-theory #martingales #random-walk #stopping-times

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