Question

Derive that $X$ is a brownian motion via using a result on Levy processes and stopping times

score 96 · Answer 1 · 2023-06-22 09:44:33

96

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Derive that $X$ is a brownian motion via using a result on Levy processes and stopping times

Published on 22 Jun 2023 - 9:44

score 219 · Answer 2 · 2023-06-27 10:17:21

219

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Difference of stopping times is not a stopping time

Published on 27 Jun 2023 - 10:17

score 81 · Answer 3 · 2023-07-04 20:59:48

81

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Is $X$ adapted not sufficient for measurability of $X_T$ in $\mathcal F_T$ (the σ-algebra of a stopping time)?

Published on 04 Jul 2023 - 20:59

score 81 · Answer 4 · 2023-07-06 21:40:15

81

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for $T$ an a.s finite stopping time, $B(T-t)-B(T)$ is a brownian motion (time reversal)

Published on 06 Jul 2023 - 21:40

score 59 · Answer 5 · 2023-07-11 07:53:02

59

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How can I show that $(\chi_{\operatorname{loc}}(\Bbb{F},\Bbb{P}))_{\operatorname{loc}}(\Bbb{F},\Bbb{P})=\chi_{\operatorname{loc}}(\Bbb{F},\Bbb{P})$

Published on 11 Jul 2023 - 7:53

score 140 · Answer 6 · 2023-07-11 22:42:45

140

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Definition of a stopping time

Published on 11 Jul 2023 - 22:42

score 31 · Answer 7 · 2023-07-13 08:12:54

31

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Different interpretation of stopped sigma-algebras

Published on 13 Jul 2023 - 8:12

score 177 · Answer 8 · 2026-03-27 22:51:14

177

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Hitting time of a diffusion process

Published on 27 Mar 2026 - 22:51

score 162 · Answer 9 · 2023-07-21 15:41:21

162

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The expected first exit time of Brownian motion from the closed ball

Published on 21 Jul 2023 - 15:41

score 24 · Answer 10 · 2023-07-22 10:32:05

24

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Convergence of a sequence of sampled submartingales

Published on 22 Jul 2023 - 10:32

score 41 · Answer 11 · 2023-07-26 03:36:03

41

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Sigma algebra on the index set in the definition of a stopping time

Published on 26 Jul 2023 - 3:36

score 157 · Answer 12 · 2023-07-26 22:08:03

157

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Probability of Brownian motion hitting $n$ integers and the expected hit within a time period

Published on 26 Jul 2023 - 22:08

score 21 · Answer 13 · 2026-03-25 10:39:12

21

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Stable under stopping implies stable under integration

Published on 25 Mar 2026 - 10:39

score 22 · Answer 14 · 2023-08-08 09:40:26

22

Views

Reference for a hitting time (of a continuous SP) which is not a stopping time

Published on 08 Aug 2023 - 9:40

score 209 · Answer 15 · 2026-03-27 06:01:39

209

Views

Expected number of cards to draw before first ace using stopping times?

Published on 27 Mar 2026 - 6:01

List Question

Derive that $X$ is a brownian motion via using a result on Levy processes and stopping times

Difference of stopping times is not a stopping time

Is $X$ adapted not sufficient for measurability of $X_T$ in $\mathcal F_T$ (the σ-algebra of a stopping time)?

for $T$ an a.s finite stopping time, $B(T-t)-B(T)$ is a brownian motion (time reversal)

How can I show that $(\chi_{\operatorname{loc}}(\Bbb{F},\Bbb{P}))_{\operatorname{loc}}(\Bbb{F},\Bbb{P})=\chi_{\operatorname{loc}}(\Bbb{F},\Bbb{P})$

Definition of a stopping time

Different interpretation of stopped sigma-algebras

Hitting time of a diffusion process

The expected first exit time of Brownian motion from the closed ball

Convergence of a sequence of sampled submartingales

Sigma algebra on the index set in the definition of a stopping time

Probability of Brownian motion hitting $n$ integers and the expected hit within a time period

Stable under stopping implies stable under integration

Reference for a hitting time (of a continuous SP) which is not a stopping time

Expected number of cards to draw before first ace using stopping times?

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