List questions from stopping-times

Published on 25 Mar 2015 - 3:22

530

Views

Expected value of Brownian Bridge evaluated at a stopping time

Published on 27 Mar 2015 - 12:13

1.9k

Views

Proof of stopping theorem for bounded stopping times

Published on 29 Mar 2015 - 9:56

2.1k

Views

Prove that discrete first hitting time is a stopping time

Published on 29 Mar 2015 - 12:57

193

Views

Proof of Optional sampling theorem

Published on 31 Mar 2015 - 9:09

391

Views

Martingales and stopping times question

Published on 14 Apr 2015 - 22:13

114

Views

Justifying a step in proving $M_{S\wedge T} = \mathbb{E}[M_T \mid \mathcal{F}_S ]$

Published on 15 Apr 2015 - 0:46

872

Views

Supremal distribution of positive continuous martingale, which converges to zero a.s.

Published on 17 Apr 2015 - 11:23

142

Views

Calculate $\mathbb{E}(T^2)$ and $\mathbb{E}(\int_0^T X_s \,d s)$ for exit time $T$ of Brownian motion $(X_t)_{t \geq 0}$

Published on 18 Apr 2015 - 0:31

329

Views

Expectation of a Wiener process at a Stopping Time

Published on 24 Apr 2015 - 10:29

257

Views

Expectation of a Wiener process at a Stopping Time - 2

Published on 25 Apr 2015 - 14:58

1.5k

Views

Density of running supremum of Brownian motion until a stopping time

Published on 26 Apr 2015 - 1:47

165

Views

First hit of a martingale

Published on 02 May 2015 - 16:02

534

Views

Stopped brownian motion

Published on 03 May 2015 - 1:25

123

Views

Showing that a set is included in a filtration at a stopping time

Published on 05 May 2015 - 15:53

List Question

Upper bound for martingale at a stopping time

Expected value of Brownian Bridge evaluated at a stopping time

Proof of stopping theorem for bounded stopping times

Prove that discrete first hitting time is a stopping time

Proof of Optional sampling theorem

Martingales and stopping times question

Justifying a step in proving $M_{S\wedge T} = \mathbb{E}[M_T \mid \mathcal{F}_S ]$

Supremal distribution of positive continuous martingale, which converges to zero a.s.

Calculate $\mathbb{E}(T^2)$ and $\mathbb{E}(\int_0^T X_s \,d s)$ for exit time $T$ of Brownian motion $(X_t)_{t \geq 0}$

Expectation of a Wiener process at a Stopping Time

Expectation of a Wiener process at a Stopping Time - 2

Density of running supremum of Brownian motion until a stopping time

First hit of a martingale

Stopped brownian motion

Showing that a set is included in a filtration at a stopping time

Trending Questions

Popular # Hahtags

Popular Questions