List questions from stopping-times

Published on 23 Feb 2026 - 18:45

60

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Show whether it is a stopping time or not.

Published on 26 Jul 2021 - 0:22

39

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Maximum inequality of sums of i.i.d random variables

Published on 30 Jul 2021 - 21:51

72

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Level reaching of a Brownian bridge

Published on 23 Feb 2026 - 11:33

113

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$\exists c \in\mathbb{R}_+^*,\forall p,r\in \mathbb{R}_+,E[|X_{p+r}-X_r||\mathcal{F}_r] \leq c$ implies the optional stopping theorem

Published on 05 Aug 2021 - 23:36

85

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Probability the walk terminates

Published on 12 Aug 2021 - 12:34

329

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Conditional expectation of a stochastic process at stopping time

Published on 13 Aug 2021 - 10:36

62

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bounds of stopped martingale

Published on 23 Aug 2021 - 13:14

66

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Is a stopping time still a stopping time when the time set of the filtration is extended?

Published on 28 Aug 2021 - 16:31

54

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Markov property and homogeneity for "arbitrary" measurable set left and right of condition

Published on 30 Aug 2021 - 17:05

33

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Simple Martingale and Stopping time question

Published on 06 Sep 2021 - 11:15

640

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Why is a stopping time measurable w.r.t. to her associated sigma-algebra?

Published on 23 Sep 2021 - 11:22

25

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Computational complexity based on stopping time

Published on 26 Sep 2021 - 18:49

32

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Interpertation $X_{\tau}$

Published on 30 Sep 2021 - 10:26

87

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Expected value inequality for $X_n^T$

Published on 05 Oct 2021 - 14:26

List Question

Why do we need continuity for the convergence of the localized martingale?

Show whether it is a stopping time or not.

Maximum inequality of sums of i.i.d random variables

Level reaching of a Brownian bridge

$\exists c \in\mathbb{R}_+^*,\forall p,r\in \mathbb{R}_+,E[|X_{p+r}-X_r||\mathcal{F}_r] \leq c$ implies the optional stopping theorem

Probability the walk terminates

Conditional expectation of a stochastic process at stopping time

bounds of stopped martingale

Is a stopping time still a stopping time when the time set of the filtration is extended?

Markov property and homogeneity for "arbitrary" measurable set left and right of condition

Simple Martingale and Stopping time question

Why is a stopping time measurable w.r.t. to her associated sigma-algebra?

Computational complexity based on stopping time

Interpertation $X_{\tau}$

Expected value inequality for $X_n^T$

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