List questions from stopping-times

Published on 20 Jan 2021 - 20:42

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Compute $E(2B_T e^{-B_T}+ 4e^{-B_T})$ for $B = (B_t)_{t \geq 0}$ a standard Brownian motion and $T=\inf\{t \geq 0 : |B_t|=1\}$.

Published on 22 Jan 2021 - 17:48

208

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The expectation of a stopping time

Published on 22 Jan 2021 - 21:24

63

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is first hitting time of a general non-cadlag process a stopping time?

Published on 24 Jan 2021 - 8:02

95

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Calculate $\mathbb{E}\tau$

Published on 24 Jan 2021 - 18:27

46

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Calculate Probability of Bachier model hitting upper barrier

Published on 25 Jan 2021 - 4:54

217

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Proving that a specific stopping time is finite a.s.

Published on 25 Jan 2021 - 20:44

59

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How to prove the exercise related to stopping time in stochastic process?

Published on 25 Jan 2021 - 23:54

109

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Difference between stopping times in deterministic optimal control

Published on 29 Mar 2026 - 19:09

175

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Wald's equation confusion with simple random walk

Published on 01 Feb 2021 - 23:21

174

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Stopping time w.r.t Brownian filtration is predictable

Published on 03 Feb 2021 - 15:15

88

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Calculating probability of stopping time by stochastic process

Published on 03 Feb 2021 - 19:34

133

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Discrete time embedded Markov chain

Published on 26 Mar 2026 - 4:28

591

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Stopping times and martingales expectation

Published on 07 Feb 2021 - 21:44

197

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Random time vs stopping time & expectation

Published on 09 Feb 2021 - 22:36

List Question

non integrability of stopping time in martingales

Compute $E(2B_T e^{-B_T}+ 4e^{-B_T})$ for $B = (B_t)_{t \geq 0}$ a standard Brownian motion and $T=\inf\{t \geq 0 : |B_t|=1\}$.

The expectation of a stopping time

is first hitting time of a general non-cadlag process a stopping time?

Calculate $\mathbb{E}\tau$

Calculate Probability of Bachier model hitting upper barrier

Proving that a specific stopping time is finite a.s.

How to prove the exercise related to stopping time in stochastic process?

Difference between stopping times in deterministic optimal control

Wald's equation confusion with simple random walk

Stopping time w.r.t Brownian filtration is predictable

Calculating probability of stopping time by stochastic process

Discrete time embedded Markov chain

Stopping times and martingales expectation

Random time vs stopping time & expectation

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