Let M be an a.s. continuous and increasing process. Let $\sigma_c:=inf\{t\ge 0:M_t\ge c^2\} $.
I'm not able to figure it out why the following condition holds $$E[M_{\sigma_c}]\le E[c^2\land M_\infty] $$
any advise?
2026-03-27 04:56:40.1774587400
Stopping time inequality
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