Stopping Time Flashcards
1
Q
Definition of stopping time in discrete time.
A
2
Q
Exercise n. 1.
A
3
Q
Definition of stopping time in continuous time.
A
4
Q
Exercise 2.
A
5
Q
Exercise n. 3.
A
6
Q
Proposition n. 1.
A
7
Q
Optional stopping theorem with proof
A
8
Q
Gambler’s ruin
A
9
Q
Gambler’s ruin probability in symmetric and non-symmetric case
A
10
Q
The mean in the gambler’s ruin problem in both cases
A
