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15
Math.TechQA.Club
2018-07-21 11:52:51
324
Views
Expectation of a stopping time
Published on
21 Jul 2018 - 11:52
#probability
#random-variables
#expectation
#stopping-times
952
Views
Reversal of Brownian motion from first hitting time
Published on
24 Jul 2018 - 11:28
#probability-theory
#stochastic-processes
#brownian-motion
#stopping-times
229
Views
Supermartingale and stopping time
Published on
25 Jul 2018 - 8:51
#stochastic-processes
#martingales
#stopping-times
125
Views
What is $\mathbb{E}[W(\tau)^4]$ for a Wiener process $W$ and a stopping time $\tau$?
Published on
25 Jul 2018 - 18:54
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stopping-times
207
Views
Number of returns of simple random walk until a stopping time
Published on
07 Aug 2018 - 12:20
#probability
#stochastic-processes
#markov-chains
#random-walk
#stopping-times
138
Views
Approximating stopping times from the right (related to Bass exercise 3.5)
Published on
13 Aug 2018 - 3:52
#real-analysis
#measure-theory
#stochastic-processes
#stochastic-analysis
#stopping-times
68
Views
Probability of exiting on the boundary for a monotone Lévy-type process
Published on
16 Aug 2018 - 18:23
#stochastic-processes
#stopping-times
#levy-processes
194
Views
What is the largest optimal stopping time, and what are the "in-between" times?
Published on
19 Aug 2018 - 10:33
#stopping-times
59
Views
Predictable graph of a random set
Published on
20 Aug 2018 - 7:36
#stochastic-calculus
#stopping-times
#filtrations
71
Views
How to understand a probability space in dicrete time
Published on
20 Aug 2018 - 19:20
#probability
#stochastic-processes
#definition
#stopping-times
#filtrations
84
Views
Distribution of Stopped Wiener Process with Stochastic Volatility
Published on
22 Mar 2026 - 19:53
#stochastic-processes
#stochastic-calculus
#stopping-times
#characteristic-functions
180
Views
Expected Absorption Time in a Particular Markov Chain
Published on
25 Aug 2018 - 13:05
#probability
#random-variables
#markov-chains
#stopping-times
39
Views
Clarification regarding stopping time
Published on
23 Mar 2026 - 7:45
#markov-chains
#markov-process
#conditional-probability
#stopping-times
146
Views
Justify the usage of stopping theorem by estimating $E[\tau]$ (How to find the stopping time of meeting a pattern in a sequence)
Published on
29 Aug 2018 - 23:21
#stochastic-processes
#martingales
#stopping-times
397
Views
Optimal stopping time for coin toss with unkown bias
Published on
05 Sep 2018 - 14:20
#probability
#stopping-times
#optimal-control
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