List questions from stopping-times

Published on 06 Sep 2018 - 8:26

195

Views

On the convergence of a sequence of random variables indexed by random variables

Published on 08 Sep 2018 - 20:52

575

Views

Two Brownian motions and stopping time

Published on 10 Sep 2018 - 20:02

1.2k

Views

Compute expectation of stopped Brownian motion

Published on 13 Sep 2018 - 5:33

73

Views

Two entrance times associated with Brownian motion are equal almost surely

Published on 15 Sep 2018 - 15:08

98

Views

Convergence of expectations of a uniformly bounded process

Published on 24 Mar 2026 - 8:10

63

Views

Expectation of random variable times stopping time

Published on 20 Sep 2018 - 3:09

161

Views

Characterization of Martingale and Definition of Uniform Integrability

Published on 23 Sep 2018 - 23:11

63

Views

Why $S\in \mathcal F_T$ but not in $\sigma (T)$?

Published on 30 Sep 2018 - 13:26

44

Views

"I stop the game the first time I earn 100 dollars" is a stopping time but "The second time I earn 100 dollars" is not a stopping time, why?

Published on 30 Sep 2018 - 13:47

39

Views

In what the fact that $\boldsymbol 1_{T<\infty}X_T$ is $\mathcal F_T-$measurable where $T$ is a stopping time is a good thing?

Published on 01 Oct 2018 - 7:10

86

Views

Convergence of series of expectations implies finite stopping time?

Published on 06 Oct 2018 - 0:29

529

Views

When are simple predictable processes adapted?

Published on 07 Oct 2018 - 2:09

90

Views

Prove that $S_\tau$ is a random variable

Published on 08 Oct 2018 - 10:56

490

Views

Why are stochastic integrals adapted?

Published on 10 Oct 2018 - 6:23

List Question

Is a uniformly integrable martingale stopped at every stopping time also uniformly integrable?

On the convergence of a sequence of random variables indexed by random variables

Two Brownian motions and stopping time

Compute expectation of stopped Brownian motion

Two entrance times associated with Brownian motion are equal almost surely

Convergence of expectations of a uniformly bounded process

Expectation of random variable times stopping time

Characterization of Martingale and Definition of Uniform Integrability

Why $S\in \mathcal F_T$ but not in $\sigma (T)$?

"I stop the game the first time I earn 100 dollars" is a stopping time but "The second time I earn 100 dollars" is not a stopping time, why?

In what the fact that $\boldsymbol 1_{T<\infty}X_T$ is $\mathcal F_T-$measurable where $T$ is a stopping time is a good thing?

Convergence of series of expectations implies finite stopping time?

When are simple predictable processes adapted?

Prove that $S_\tau$ is a random variable

Why are stochastic integrals adapted?

Trending Questions

Popular # Hahtags

Popular Questions