List questions from stopping-times

Published on 09 May 2023 - 19:27

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How can I prove $\Bbb{P}(M_t^*>C)\leq \frac{4K}{C^2} +\Bbb{P}([M]_t>K)$?

Published on 13 May 2023 - 14:31

62

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Find largest stopping time such that the stopped process is a submartingale

Published on 17 May 2023 - 14:27

106

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Stopping time with $\mathbb{P}(\tau<\infty)=1$

Published on 18 May 2023 - 10:10

23

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Predictable process with stopping time index

Published on 18 May 2023 - 16:05

33

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Exercise about strong Markov property and measurability

Published on 22 May 2023 - 19:51

62

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Brownian Motions probability of stopping time

Published on 28 May 2023 - 7:37

252

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Creating explicit martingale descriptions for the Monkey typing ABRACADABRA

Published on 03 Jun 2023 - 12:22

138

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Probability of seeing HTTH before THTH in coin flips

Published on 04 Jun 2023 - 12:43

87

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How can we show that $\left(X^{(1)}_t\right)_{t\in[0,\:\tau_1)}$ and $\left(X^{(2)}_t\right)_{t\in[0,\:\tau_2)}$ are independent here?

Published on 05 Jun 2023 - 19:55

62

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Question about showing stopping time

Published on 08 Jun 2023 - 10:41

341

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Understanding how to formally use the definition of stopping time to prove something is a stopping time

Published on 16 Jun 2023 - 16:20

42

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Markov chain mean return time to set of states

Published on 19 Jun 2023 - 11:05

42

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chance of getting AB before AA

Published on 20 Jun 2023 - 11:34

164

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Joint distribution of Brownian motion and a hitting time

Published on 21 Jun 2023 - 7:10

List Question

Stopping times for a random walk

How can I prove $\Bbb{P}(M_t^*>C)\leq \frac{4K}{C^2} +\Bbb{P}([M]_t>K)$?

Find largest stopping time such that the stopped process is a submartingale

Stopping time with $\mathbb{P}(\tau<\infty)=1$

Predictable process with stopping time index

Exercise about strong Markov property and measurability

Brownian Motions probability of stopping time

Creating explicit martingale descriptions for the Monkey typing ABRACADABRA

Probability of seeing HTTH before THTH in coin flips

How can we show that $\left(X^{(1)}_t\right)_{t\in[0,\:\tau_1)}$ and $\left(X^{(2)}_t\right)_{t\in[0,\:\tau_2)}$ are independent here?

Question about showing stopping time

Understanding how to formally use the definition of stopping time to prove something is a stopping time

Markov chain mean return time to set of states

chance of getting AB before AA

Joint distribution of Brownian motion and a hitting time

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