List questions from stopping-times

Published on 18 Aug 2017 - 19:43

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Verifying the interpretation of stopping times and stopping time $\sigma$-algebras

Published on 21 Aug 2017 - 12:37

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Stopping Theorem - Counterexample

Published on 22 Aug 2017 - 12:11

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Optimal solution to exponential waiting problem

Published on 30 Mar 2026 - 5:31

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Two Brownian Motions and stopping time: expected value and variance

Published on 31 Aug 2017 - 15:25

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If a process is dominated by an integrable variable, then this process is of class $\mathcal D$

Published on 31 Aug 2017 - 20:14

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$\tau$ be a stopping time, $(M_t)_{t\ge 0}$ a martingale. Is $(M_{\tau\wedge t})_{t\ge 0}$ a martingale?

Published on 04 Sep 2017 - 21:57

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Proving a stopping time

Published on 26 Mar 2026 - 19:15

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Is $R_2 =\max\{n \geq 0 : X_n = 2\}$ a stopping time?

Published on 20 Sep 2017 - 14:24

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If $I$ is countable, $\tau$ is a stopping time iff $\forall t\in I, (\tau=t)\in \mathcal F_t$

Published on 24 Sep 2017 - 10:54

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Intuition regarding the $\sigma$ algebra of the past (stopping times)

Published on 25 Sep 2017 - 20:35

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Are random intervals predictable?

Published on 26 Sep 2017 - 15:26

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Distribution of Stopping Value

Published on 06 Oct 2017 - 17:19

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Calculating Expectation of "exponential of a return time" for random walk on an unbiased graph.

Published on 10 Oct 2017 - 19:02

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Jump of a cadlag process is indistinguishable from the zero process (Protter, Theorem I.7)

Published on 11 Oct 2017 - 17:27

List Question

How to calculate the distribution of exit time of Brownian motion

Verifying the interpretation of stopping times and stopping time $\sigma$-algebras

Stopping Theorem - Counterexample

Optimal solution to exponential waiting problem

Two Brownian Motions and stopping time: expected value and variance

If a process is dominated by an integrable variable, then this process is of class $\mathcal D$

$\tau$ be a stopping time, $(M_t)_{t\ge 0}$ a martingale. Is $(M_{\tau\wedge t})_{t\ge 0}$ a martingale?

Proving a stopping time

Is $R_2 =\max\{n \geq 0 : X_n = 2\}$ a stopping time?

If $I$ is countable, $\tau$ is a stopping time iff $\forall t\in I, (\tau=t)\in \mathcal F_t$

Intuition regarding the $\sigma$ algebra of the past (stopping times)

Are random intervals predictable?

Distribution of Stopping Value

Calculating Expectation of "exponential of a return time" for random walk on an unbiased graph.

Jump of a cadlag process is indistinguishable from the zero process (Protter, Theorem I.7)

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