List questions from stopping-times

Published on 23 Feb 2026 - 20:39

559

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Does this Condition on Exit Times imply $X_t$ is a Local Supermartingale?

Published on 17 Jan 2012 - 15:48

1.1k

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Stopping time that depends on other stopping time

Published on 26 Mar 2026 - 19:17

478

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Stopping time on Wiener Process

Published on 16 Feb 2012 - 23:54

8.7k

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Minimum of two stopping times is a stopping time.

Published on 23 Oct 2012 - 12:57

12.9k

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Sum of two stopping times is a stopping time?

Published on 26 Mar 2026 - 2:56

737

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Optional sampling exercise

Published on 20 Nov 2012 - 18:51

1k

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Expectation of a stopping time of a Wiener process

Published on 07 Dec 2012 - 11:54

564

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How to prove that for Brownian motion in $(a, b)$ $\mathbb{E}^x[\min(H_a, H_b)] = (x-a)(b-x)$?

Published on 14 Feb 2013 - 14:25

946

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Favourable modification of "Double or Nothing"

Published on 28 Feb 2013 - 23:05

66

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What is $1_{\{\tau_n>0\}}X^{\tau_n}$ process saying?

Published on 09 Mar 2013 - 4:08

1.7k

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Stopping time and Brownian motion (specific example)

Published on 09 Mar 2013 - 9:20

1.4k

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Doob's stopping time theorem with unbounded stopping time

Published on 11 Mar 2013 - 13:11

572

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Stopping time for a martingale

Published on 12 Mar 2013 - 4:52

6.1k

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Why is stopping time defined as a random variable?

Published on 15 Mar 2013 - 17:53

List Question

Quadratic variation and stopping time.

Does this Condition on Exit Times imply $X_t$ is a Local Supermartingale?

Stopping time that depends on other stopping time

Stopping time on Wiener Process

Minimum of two stopping times is a stopping time.

Sum of two stopping times is a stopping time?

Optional sampling exercise

Expectation of a stopping time of a Wiener process

How to prove that for Brownian motion in $(a, b)$ $\mathbb{E}^x[\min(H_a, H_b)] = (x-a)(b-x)$?

Favourable modification of "Double or Nothing"

What is $1_{\{\tau_n>0\}}X^{\tau_n}$ process saying?

Stopping time and Brownian motion (specific example)

Doob's stopping time theorem with unbounded stopping time

Stopping time for a martingale

Why is stopping time defined as a random variable?

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