Question

Show $L$ is not a stopping time

score 781 · Answer 1 · 2014-02-26 20:20:59

781

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Show $L$ is not a stopping time

Published on 26 Feb 2014 - 20:20

score 74 · Answer 2 · 2014-03-07 05:55:24

74

Views

Is the exit time independent of the state jumped to in a Markov chain?

Published on 07 Mar 2014 - 5:55

score 1.3k · Answer 3 · 2017-04-14 00:16:17

1.3k

Views

Exponential Integrals of Brownian Motion, Stopping Times, Expectation

Published on 14 Apr 2017 - 0:16

score 275 · Answer 4 · 2017-04-15 21:42:07

275

Views

Find stopping times $S$ and $T$ of Brownian motion $B$ such that $S\le T$, $E[S]$ finite, and $E[B(S)^2]>E[B(T)^2]$

Published on 15 Apr 2017 - 21:42

score 950 · Answer 5 · 2017-04-16 19:48:55

950

Views

Wald's equation

Published on 16 Apr 2017 - 19:48

score 208 · Answer 6 · 2026-02-23 13:31:16

208

Views

Show that $X \in \mathcal{M}^{loc}_c$ implies: $X$ is locally square summable and locally bounded.

Published on 23 Feb 2026 - 13:31

score 860 · Answer 7 · 2017-04-21 23:42:52

860

Views

Expected Hitting time given initial conditions for a bounded random walk

Published on 21 Apr 2017 - 23:42

score 390 · Answer 8 · 2017-04-24 12:55:01

390

Views

first hitting time of drift brownian motion is stopping time?

Published on 24 Apr 2017 - 12:55

score 671 · Answer 9 · 2017-04-25 02:55:18

671

Views

Finding the Expected number of steps to absorption for a Martingale based on a simple random walk.

Published on 25 Apr 2017 - 2:55

score 1k · Answer 10 · 2017-04-29 02:04:54

1k

Views

The stopping time when $|B_t|=1$, $B_t$ is one dimensional standard Brownian motion

Published on 29 Apr 2017 - 2:04

score 717 · Answer 11 · 2017-05-06 21:58:44

717

Views

Debut-Theorem and its proof

Published on 06 May 2017 - 21:58

score 88 · Answer 12 · 2017-05-11 18:21:32

88

Views

Process bounded at stopped times, constant between.

Published on 11 May 2017 - 18:21

score 616 · Answer 13 · 2026-03-26 17:47:48

616

Views

Show that for complete and right-continuous filtration, and $\sigma = \tau$ a.s. with $\tau$ stopping time, then $\sigma$ stopping time

Published on 26 Mar 2026 - 17:47

score 52 · Answer 14 · 2017-05-15 15:05:21

52

Views

Inequality between stopping times

Published on 15 May 2017 - 15:05

score 61 · Answer 15 · 2017-05-16 20:30:40

61

Views

If $τ_n$ are stopping times with $τ_n\uparrow T$ and $X_n$ are random variable, then $\sum_n1_{\left\{τ_{n-1}<t\right\}}X_n$ is convergent

Published on 16 May 2017 - 20:30

List Question

Show $L$ is not a stopping time

Is the exit time independent of the state jumped to in a Markov chain?

Exponential Integrals of Brownian Motion, Stopping Times, Expectation

Find stopping times $S$ and $T$ of Brownian motion $B$ such that $S\le T$, $E[S]$ finite, and $E[B(S)^2]>E[B(T)^2]$

Wald's equation

Show that $X \in \mathcal{M}^{loc}_c$ implies: $X$ is locally square summable and locally bounded.

Expected Hitting time given initial conditions for a bounded random walk

first hitting time of drift brownian motion is stopping time?

Finding the Expected number of steps to absorption for a Martingale based on a simple random walk.

The stopping time when $|B_t|=1$, $B_t$ is one dimensional standard Brownian motion

Debut-Theorem and its proof

Process bounded at stopped times, constant between.

Show that for complete and right-continuous filtration, and $\sigma = \tau$ a.s. with $\tau$ stopping time, then $\sigma$ stopping time

Inequality between stopping times

If $τ_n$ are stopping times with $τ_n\uparrow T$ and $X_n$ are random variable, then $\sum_n1_{\left\{τ_{n-1}<t\right\}}X_n$ is convergent

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