New posts in Stopping Times

Prove that $f_n(B_{\tau_1 } , \dots, B_{\tau_{n-1 }}, -1) < B_{\tau_{n-1 }} < f_n(B_{\tau_1 } , \dots, B_{\tau_{n-1 }}, 1)$

Wald’s identity for Brownian motion with $E[\sqrt T]<\infty$.

Is Ito's lemma also valid with stopped integrals?

Conditional expectation for Brownian motion

"Converse" of optional stopping theorem

Measurability of stopping times

Difference between $\mathcal F_\tau$ and $\sigma(\tau)$

'Intuitive' difference between Markov Property and Strong Markov Property

The jumping times of a càdlàg process are stopping times.

Showing that the first hitting time of a closed set is a stopping time.