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Stopping time

A random time

τ

is a stopping time when

{τ \leq n} \in F_{n}

for every

n

.

Table of contents 116 3
- Stopped martingale in discrete time Stopping time 81 1
  - Discounted symmetric random-walk exit transform Stopped martingale in discrete time 35
- Optional sampling theorem for a supermartingale Stopping time 19

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