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The earth is round (p < 0.01).


Nov
8
comment Sum of two stopping times is a stopping time?
@did Thanks for your help mate!
Nov
8
comment Min of two stopping times is also a stopping time.
So you're saying that in fact $\{min(\sigma,\tau)\leq t\} =\{\omega_1 : \sigma(\omega_1) \leq t\} \cup \{\omega_2 : \tau(\omega_2) \leq t\} $
Nov
8
accepted Min of two stopping times is also a stopping time.
Nov
8
revised Breaking up Wiener processes with indicator functions?
deleted 63 characters in body
Nov
8
comment Min of two stopping times is also a stopping time.
You're right! Thanks.
Nov
8
asked Min of two stopping times is also a stopping time.
Nov
8
asked Breaking up Wiener processes with indicator functions?
Nov
8
revised Sum of two stopping times is a stopping time?
edited title
Nov
8
comment Sum of two stopping times is a stopping time?
@StefanHansen Okay then I'm lost in this problem unfortunately.
Nov
8
comment Sum of two stopping times is a stopping time?
I thought that that is true because of the following: Since I'm told that $\sigma$ is a stopping time, then $\{\sigma \leq x\} \in \mathscr{F}_x$ for any $x \in [0,\infty)$. Now for $x = t - \tau$, it's true that the image $x(\omega)$ satisfies the above, but I'm not sure if $x$ itself does. I'm pretty bad at maths (unfortunately).
Nov
8
asked Sum of two stopping times is a stopping time?
Oct
17
accepted Continuity and pushing a limit inside the function's domain
Oct
17
comment Continuity and pushing a limit inside the function's domain
Yes, it does, Thank YOU!
Oct
17
comment Continuity and pushing a limit inside the function's domain
(+1) I have a related question. Is this proposition true or false: $(f\text{ is Right continuous})\Rightarrow \neg (f\text{ is Left continuous})$
Oct
17
revised Continuity and pushing a limit inside the function's domain
edited body
Oct
17
revised Continuity and pushing a limit inside the function's domain
added 69 characters in body
Oct
17
asked Continuity and pushing a limit inside the function's domain
Sep
12
awarded  Scholar
Sep
12
accepted Probability of passing through 3 specific nodes along a binomial tree
Sep
12
revised Probability of passing through 3 specific nodes along a binomial tree
added 126 characters in body