List questions from stopping-times

Published on 02 Jul 2017 - 16:30

24

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Hitting time for absorbtion state of Markov chain

Published on 06 Jul 2017 - 12:16

486

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If $(X_n)$ is simple random walk and $M_n=\max\limits_{0\leq k \leq n}X_k$ then $\tau_N = \min\{ n\mid X_n = M_N\}$ is not a stopping time

Published on 08 Jul 2017 - 11:27

212

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Martingale $M_n$ - Show that $\mathbb{P}(\{ \tau = \infty\}\backslash \{\lim\limits_{n \rightarrow \infty}{M_n ~\mathrm{exists}}\}) = 0$

Published on 08 Jul 2017 - 22:27

30

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conditionnal time series

Published on 29 Mar 2026 - 16:55

83

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Hitting Times Brownian motion

Published on 15 Jul 2017 - 7:43

474

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Stopping times convergence

Published on 20 Jul 2017 - 13:23

198

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Graph of an accessible stopping time

Published on 26 Jul 2017 - 17:08

453

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Conditional expectation and stopping times

Published on 28 Jul 2017 - 16:16

295

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How to pick an apartment -- a probability problem

Published on 31 Jul 2017 - 23:52

96

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Expectation of a sum of two martingale transforms

Published on 04 Aug 2017 - 21:17

110

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If $(τ_n)$ is nondecreasing and $M$ is a martingale, then $\text E\left[\sum_n\left|M^{τ_n}_t-M^{τ_{n-1}}_t\right|^2\right]=\text E\left[M_t^2\right]$

Published on 06 Aug 2017 - 15:32

135

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The expectation of picking times

Published on 13 Aug 2017 - 20:33

599

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Application of the Strong Markov property for Brownian motion

Published on 14 Aug 2017 - 6:56

41

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Handling a Bownian motion inside a r.v.

Published on 17 Aug 2017 - 18:54

List Question

Is the hitting time of a Geometric Brownian Motion a.s. finite?

Hitting time for absorbtion state of Markov chain

If $(X_n)$ is simple random walk and $M_n=\max\limits_{0\leq k \leq n}X_k$ then $\tau_N = \min\{ n\mid X_n = M_N\}$ is not a stopping time

Martingale $M_n$ - Show that $\mathbb{P}(\{ \tau = \infty\}\backslash \{\lim\limits_{n \rightarrow \infty}{M_n ~\mathrm{exists}}\}) = 0$

conditionnal time series

Hitting Times Brownian motion

Stopping times convergence

Graph of an accessible stopping time

Conditional expectation and stopping times

How to pick an apartment -- a probability problem

Expectation of a sum of two martingale transforms

If $(τ_n)$ is nondecreasing and $M$ is a martingale, then $\text E\left[\sum_n\left|M^{τ_n}_t-M^{τ_{n-1}}_t\right|^2\right]=\text E\left[M_t^2\right]$

The expectation of picking times

Application of the Strong Markov property for Brownian motion

Handling a Bownian motion inside a r.v.

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