List questions from stopping-times

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Stopping Time Sum of Random Variables

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Are stopping times the same?

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How to show a hitting time is finite almost surely?

Published on 31 Jan 2016 - 5:09

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$L^p$ integrable local martingale is still $L^p$ integrable when stopped at localizing stopping times.

Published on 03 Feb 2016 - 23:03

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sigma algebra of a stopping time

Published on 05 Feb 2016 - 3:38

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A counterexample for supremum of stopping times

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Absolute expectation of stopped martingale

Published on 07 Feb 2016 - 6:19

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Optimal strategy for a moment to take an exam

Published on 07 Feb 2016 - 13:56

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Expectation of product of iid random variables limited by stopping time

Published on 08 Feb 2016 - 0:30

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Application of Doob's optional stopping theorem to an elementary probability problem

Published on 09 Feb 2016 - 15:26

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$T$ stopping time, does $\mathcal{F}_T \subseteq \mathcal{F}_\infty$?

Published on 26 Mar 2026 - 16:08

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For the continuous time case, is there any example such that $\tau_1, ..., \tau_n$ are stopping times, but $\inf_n \tau_n $ is not a stopping time?

Published on 16 Feb 2016 - 0:54

351

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Characterization of Moment Generating Function of Hitting Time

Published on 29 Mar 2026 - 15:31

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Submartingale and stopping time

Published on 21 Feb 2016 - 21:48

List Question

Random Walk Stopping Time 2

Stopping Time Sum of Random Variables

Are stopping times the same?

How to show a hitting time is finite almost surely?

$L^p$ integrable local martingale is still $L^p$ integrable when stopped at localizing stopping times.

sigma algebra of a stopping time

A counterexample for supremum of stopping times

Absolute expectation of stopped martingale

Optimal strategy for a moment to take an exam

Expectation of product of iid random variables limited by stopping time

Application of Doob's optional stopping theorem to an elementary probability problem

$T$ stopping time, does $\mathcal{F}_T \subseteq \mathcal{F}_\infty$?

For the continuous time case, is there any example such that $\tau_1, ..., \tau_n$ are stopping times, but $\inf_n \tau_n $ is not a stopping time?

Characterization of Moment Generating Function of Hitting Time

Submartingale and stopping time

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