List questions from stopping-times

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Brownian motion, first passage of time, strong markov property

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Expected number of visits for a recurrent Markov chain

Published on 18 Oct 2018 - 13:52

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Quick way for the expected first hitting time for a 2D Brownian Motion

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Find $P(\tau_a<\infty|X_0=x)$ given $dX_t = rdt+dW_t$ using PDE method

Published on 22 Oct 2018 - 1:41

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Common refinement for simple predictable processes

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show $\sup\{t \in \mathbb{N}_0 : S_t =1\}$ is a stopping time

Published on 30 Oct 2018 - 10:09

151

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Probability of sumprocess

Published on 01 Nov 2018 - 19:46

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Probability of hitting time as limit

Published on 02 Nov 2018 - 19:58

542

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Expectation of a stopping time w.r.t Brownian motion

Published on 09 Nov 2018 - 16:52

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Secretary problem - Is there an equation that allows one to have $r = 0$?

Published on 25 Mar 2026 - 3:02

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For a Brownian motion $(B_t)_{t \geq 0}$, do we have $E[(B_\tau - B_\sigma)^2]=E[B_\tau^2 - B_\sigma^2]$ for stopping times $\sigma \leq \tau$?

Published on 15 Nov 2018 - 15:33

233

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Show that τ is a stopping time with respect to FX

Published on 18 Nov 2018 - 1:51

103

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Proof verification: Application of optional stopping theorem

Published on 21 Nov 2018 - 2:05

List Question

Counting processes with stationary and independent increments

Brownian motion, first passage of time, strong markov property

Expected number of visits for a recurrent Markov chain

Quick way for the expected first hitting time for a 2D Brownian Motion

Find $P(\tau_a<\infty|X_0=x)$ given $dX_t = rdt+dW_t$ using PDE method

Set-theoretic minimum and maximum of two stopping times

Common refinement for simple predictable processes

show $\sup\{t \in \mathbb{N}_0 : S_t =1\}$ is a stopping time

Probability of sumprocess

Probability of hitting time as limit

Expectation of a stopping time w.r.t Brownian motion

Secretary problem - Is there an equation that allows one to have $r = 0$?

For a Brownian motion $(B_t)_{t \geq 0}$, do we have $E[(B_\tau - B_\sigma)^2]=E[B_\tau^2 - B_\sigma^2]$ for stopping times $\sigma \leq \tau$?

Show that τ is a stopping time with respect to FX

Proof verification: Application of optional stopping theorem

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