Probability theory and stochastic processes Stochastic processes: general theory Concept
Stopping time
Summary
A stopping time is a random time with the following property. At each time , one can decide whether has already happened using only the information available at time . First hitting times of sets by adapted processes are the main examples. Stopping times are central in martingale theory, through the optional stopping theorem, and in the strong Markov property and optimal stopping.
Where this leads
13 pages build on this one.
Further reading
About this page
| Tag | WND87FBAKC |
|---|---|
| URI | m2://WND87FBAKC |
| Kind | concept |
| Writing | W0 stub |
| MSC | 60G40, 60G05 |
| Same as | |
| Changed | 2 November 2026 |
Markdown · JSON · Edit on GitHub
What this page needs for W1
- a source with a locator (0 of 1)
The writing levels say how complete the text of a page is. They do not measure its truth.
What links here
Results about this
Used by
- Optional stopping theorem
- Reflection principle
- Stopped process
- Loop-erased random walk
- Burkholder–Davis–Gundy inequality
- Doob–Meyer decomposition theorem
- Secretary problem
- Skorokhod's embedding theorem
- Local martingale