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15
Math.TechQA.Club
2013-10-04 18:36:55
385
Views
Characterization of hitting time's law. (Proof check)
Published on
04 Oct 2013 - 18:36
#stochastic-processes
#stochastic-calculus
#proof-verification
#martingales
#stopping-times
210
Views
Bounding the expectation of monotone function of stopping times of Brownian motion
Published on
09 Oct 2013 - 13:47
#probability-theory
#stochastic-processes
#brownian-motion
#expectation
#stopping-times
13.3k
Views
Expected hitting time of given level by Brownian motion
Published on
18 Oct 2013 - 17:03
#probability-theory
#stochastic-processes
#brownian-motion
#stopping-times
248
Views
question on Brownian Motion stopping time and end state
Published on
19 Oct 2013 - 2:29
#brownian-motion
#stopping-times
135
Views
Probability of winding number in 2D Brownian motion
Published on
22 Oct 2013 - 22:20
#ordinary-differential-equations
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stopping-times
693
Views
First hitting time on a element of $\mathcal B ( \mathbb R^d) $ a (right, left) continuous path stochastic process
Published on
23 Oct 2013 - 1:15
#probability-theory
#stochastic-processes
#stochastic-calculus
#stopping-times
412
Views
Showing that a hitting time is $\mathbb P-\text{a.e.}$-finite
Published on
23 Oct 2013 - 3:31
#probability-theory
#stochastic-processes
#stochastic-calculus
#stopping-times
145
Views
Find the distribution of $T_a=\inf\{n\ge 0: R_{n}\gt a\}$ for fixed number $a\gt 0$
Published on
23 Oct 2013 - 13:01
#probability
#stochastic-processes
#stopping-times
136
Views
Conditional distribution of compounded Poisson process
Published on
26 Mar 2026 - 22:12
#probability-theory
#stochastic-processes
#stopping-times
#levy-processes
190
Views
Time after last jump and waiting time before the next jump of Poisson process
Published on
27 Mar 2026 - 0:05
#probability-theory
#stochastic-processes
#stopping-times
#levy-processes
105
Views
Lower bound for stochastic process
Published on
30 Oct 2013 - 8:56
#probability-theory
#stochastic-processes
#martingales
#stopping-times
371
Views
Strong Markov Property Brownian Motion Question
Published on
03 Nov 2013 - 17:18
#probability-theory
#probability-distributions
#brownian-motion
#stopping-times
1.3k
Views
Conditional Expectation of martingale at stopping time
Published on
21 Nov 2013 - 7:57
#probability-theory
#stochastic-processes
#martingales
#stopping-times
784
Views
Stopping times of Markov chains
Published on
24 Nov 2013 - 10:04
#probability-theory
#markov-chains
#stopping-times
1k
Views
how to prove $(X_{n})_{n\in \mathbb N}$ and $(Y_{n})_{n\in \mathbb N}$ are supermartingale.and $(Y_{n})_{n\in \mathbb N}$ is convergence to -7
Published on
25 Nov 2013 - 16:43
#probability
#probability-theory
#martingales
#stopping-times
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