Question

Proving that a random walk that diverges to infinity may not become negative

score 555 · Answer 1 · 2018-05-17 23:01:15

555

Views

Proving that a random walk that diverges to infinity may not become negative

Published on 17 May 2018 - 23:01

score 52 · Answer 2 · 2018-05-18 16:34:57

52

Views

Stochastic Differetion Equation and Stopping Time

Published on 18 May 2018 - 16:34

score 639 · Answer 3 · 2018-05-19 02:35:19

639

Views

Laplace Transform of Stopping Time of Brownian Motion

Published on 19 May 2018 - 2:35

score 536 · Answer 4 · 2018-05-20 01:00:05

536

Views

What's the expected stopping time for a sum of random variables to cross a threshold?

Published on 20 May 2018 - 1:00

score 473 · Answer 5 · 2018-05-21 16:26:46

473

Views

Formula for the expected return time for states of a continuous Markov chain

Published on 21 May 2018 - 16:26

score 161 · Answer 6 · 2018-05-22 19:20:26

161

Views

Proving that a specific random walk with non i.i.d. increments may not become negative

Published on 22 May 2018 - 19:20

score 77 · Answer 7 · 2018-05-24 20:00:38

77

Views

Hitting time of 2D markov chain

Published on 24 May 2018 - 20:00

score 1k · Answer 8 · 2018-05-24 22:12:16

1k

Views

Distribution of stopping time for (possibly biased) Random walk

Published on 24 May 2018 - 22:12

score 75 · Answer 9 · 2018-05-25 02:10:38

75

Views

For a stopping time $T$ respect Brownian motion, $T_{2}=T(B_{2})+T$ is stopping time,where $B_{2}(t)=B(T+t)-B(T)$

Published on 25 May 2018 - 2:10

score 589 · Answer 10 · 2018-05-26 16:34:53

589

Views

Brownian motion hitting times of a different for sup and absolute value

Published on 26 May 2018 - 16:34

score 181 · Answer 11 · 2018-05-30 09:17:53

181

Views

Using Galmarino's test

Published on 30 May 2018 - 9:17

score 130 · Answer 12 · 2018-06-04 14:43:09

130

Views

How to beat the casino when the process is not a martingale using a bounded stopping time

Published on 04 Jun 2018 - 14:43

score 260 · Answer 13 · 2018-06-05 23:38:46

260

Views

prove that $S_{\tau \land n} \to S_{\tau}$ in $L^1$ for a random walk with $E\tau^{1/2} < \infty$

Published on 05 Jun 2018 - 23:38

score 29 · Answer 14 · 2018-06-06 12:30:25

29

Views

Hitting time of upper boundary given that process has not touched lower boundary

Published on 06 Jun 2018 - 12:30

score 2k · Answer 15 · 2018-06-06 13:55:55

2k

Views

Show sum of stopping times also stopping time

Published on 06 Jun 2018 - 13:55

List Question

Proving that a random walk that diverges to infinity may not become negative

Stochastic Differetion Equation and Stopping Time

Laplace Transform of Stopping Time of Brownian Motion

What's the expected stopping time for a sum of random variables to cross a threshold?

Formula for the expected return time for states of a continuous Markov chain

Proving that a specific random walk with non i.i.d. increments may not become negative

Hitting time of 2D markov chain

Distribution of stopping time for (possibly biased) Random walk

For a stopping time $T$ respect Brownian motion, $T_{2}=T(B_{2})+T$ is stopping time,where $B_{2}(t)=B(T+t)-B(T)$

Brownian motion hitting times of a different for sup and absolute value

Using Galmarino's test

How to beat the casino when the process is not a martingale using a bounded stopping time

prove that $S_{\tau \land n} \to S_{\tau}$ in $L^1$ for a random walk with $E\tau^{1/2} < \infty$

Hitting time of upper boundary given that process has not touched lower boundary

Show sum of stopping times also stopping time

Trending Questions

Popular # Hahtags

Popular Questions