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 Jan 29 awarded Popular Question Oct 18 awarded Popular Question Aug 6 awarded Yearling Aug 5 awarded Popular Question May 13 comment Does the random variable $f(\tau)M_\tau$, where $M$ is a martingale and $\tau$ is a stopping time, have zero expectation? It ok, you are right, it is hard to answer. I was hoping this may be a standard result that someone would recognise. Thanks for the effort anyway. May 12 comment Does the random variable $f(\tau)M_\tau$, where $M$ is a martingale and $\tau$ is a stopping time, have zero expectation? @Michael, You are right, "is it ever the case" is ambiguous, and yes you can clearly find easy cases. I really meant something like is it true if the conditions for optional sampling are satisfied or some tweaked version of them? May 12 comment Does the random variable $f(\tau)M_\tau$, where $M$ is a martingale and $\tau$ is a stopping time, have zero expectation? Hey, the time to award the bounty was running out, so I just awarded it to the only answer; yours. Thank you for replying in the first place. May 3 comment Does the random variable $f(\tau)M_\tau$, where $M$ is a martingale and $\tau$ is a stopping time, have zero expectation? @Slungpue Yes, I know, but do you have any suggestions how to proceed from there? May 3 comment Does the random variable $f(\tau)M_\tau$, where $M$ is a martingale and $\tau$ is a stopping time, have zero expectation? I agree, this won't hold in general. But I'm wondering if it does under conditions similar to those needed for optional sampling. May 3 asked Does the random variable $f(\tau)M_\tau$, where $M$ is a martingale and $\tau$ is a stopping time, have zero expectation? May 2 answered Can an indicator function be a valid Radon Nikodym derivative? Apr 18 answered Expectation of minimum discrete and continious random variable Apr 18 comment Borel Measurable Function 3 Yes, but note that you also need $X$ to be a topological space in order for the Borel sigma algebra (the sigma generated by the open sets) to be defined. Apr 18 answered Climbing a hill with increasing & concave marginals. As you climb, do all coordinates go to $\infty$? Apr 18 answered Reasoning behind method of steepest descent Apr 18 answered non-stationary Markov chain n-step Apr 18 comment Book recommendation needed: asymptotic behavior of non-stationary Markov chain Continuous-time or discrete-time chains? Feb 11 revised How to efficiently represent and manipulate polynomials in software? added 428 characters in body Feb 11 revised How to efficiently represent and manipulate polynomials in software? added 256 characters in body Feb 11 comment How to efficiently represent and manipulate polynomials in software? Thank you, this is a nice and sound suggestion. As a attempt I've implemented something along these lines. I gave the bounty to Respawned Fluff because of his great references, hope you do not mind to much.