List questions from stopping-times

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Brownian motion and hitting time

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98

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Brownian motion expectation

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Stopping time for Brownian motion

Published on 04 Sep 2020 - 15:48

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Notation $\mathcal{F}_M$ where $M$ is a stopping time

Published on 16 Sep 2020 - 2:29

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Proof that $E[X_t] \leq E[G_t]$ for $t \geq 0$ implies $E[X_\tau] \leq E[G_\tau]$ for bounded stopping times $\tau$?

Published on 17 Sep 2020 - 9:45

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Find distribution of $\sup_{t \leq \tau} W_t$ for a stopping time $\tau$

Published on 27 Sep 2020 - 9:26

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Seemingly contradiction in a proof on Doob's upcrossing estimate

Published on 13 Oct 2020 - 8:28

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Measurability of Conditional Expectation wrt Stopping Time $\sigma$-Algebra

Published on 16 Oct 2020 - 17:19

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Jumps of a Poisson process

Published on 31 Mar 2026 - 7:49

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Probability Brownian motion hitting ball in dimension 2 and 3.

Published on 22 Oct 2020 - 21:08

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The jumping times $\tau_k$ of a $\mathcal F$-poisson process $N$ are $\mathcal F$-stopping times and $N_t=\sum_k1_{\left\{\:\tau_k\:\le\:t\:\right\}}$

Published on 02 Apr 2026 - 10:42

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Intepretation of $\begin{Bmatrix} \tau(\omega) \leq t \end{Bmatrix} \in \Im_t$

Published on 26 Mar 2026 - 22:55

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Show that the following 2 times are equal in distribution.

Published on 25 Oct 2020 - 17:51

List Question

Supremum of stopping times

Stopping times algebra

Brownian motion and hitting time

Brownian motion expectation

Stopping time for Brownian motion

Notation $\mathcal{F}_M$ where $M$ is a stopping time

Proof that $E[X_t] \leq E[G_t]$ for $t \geq 0$ implies $E[X_\tau] \leq E[G_\tau]$ for bounded stopping times $\tau$?

Find distribution of $\sup_{t \leq \tau} W_t$ for a stopping time $\tau$

Seemingly contradiction in a proof on Doob's upcrossing estimate

Measurability of Conditional Expectation wrt Stopping Time $\sigma$-Algebra

Jumps of a Poisson process

Probability Brownian motion hitting ball in dimension 2 and 3.

The jumping times $\tau_k$ of a $\mathcal F$-poisson process $N$ are $\mathcal F$-stopping times and $N_t=\sum_k1_{\left\{\:\tau_k\:\le\:t\:\right\}}$

Intepretation of $\begin{Bmatrix} \tau(\omega) \leq t \end{Bmatrix} \in \Im_t$

Show that the following 2 times are equal in distribution.

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