infimum , you can imaging it like "min". The difference is minor. For example, a sequence {1, 1/2, 1/3, 1/4....}. The min of this sequence does not exist, yet the inf is 0. inf is like the theoretical min.
Fair. If I would have made a video about this topic, I would have included inf{ t>/ 0 : W(t)>a}. This is an optimal stopping time because...... Given the non-zero quadratic variation of W(t) and that inf{ t>/ 0 : W(t)=a} is a stopping time, inf{ t>/ 0 : W(t)>a} is a stopping time because P(inf{ t>/ 0 : W(t)>a}=inf{ t>/ 0 : W(t)=a})=1
Idea of inf{...} as first of all times, is essentially new to me. Thanks Stepbil.
This explanation is very well appreciated. Thanks!
Dio Brando brought me here
Jesus fuck dude
ZA WARUDOOO
What subject is this ?
Can you explain strong markov and invariant distribution?
Very helpful, thanks
This might be a stupid question, but what does inf stand for?
infimum , you can imaging it like "min". The difference is minor. For example, a sequence {1, 1/2, 1/3, 1/4....}. The min of this sequence does not exist, yet the inf is 0. inf is like the theoretical min.
Thank you Kevin this was very explanatory :)
Thank you
Fair. If I would have made a video about this topic, I would have included inf{ t>/ 0 : W(t)>a}. This is an optimal stopping time because...... Given the non-zero quadratic variation of W(t) and that inf{ t>/ 0 : W(t)=a} is a stopping time, inf{ t>/ 0 : W(t)>a} is a stopping time because P(inf{ t>/ 0 : W(t)>a}=inf{ t>/ 0 : W(t)=a})=1
Za warudo
Nice...
Good introduction
Jojo reference
What makes us think of stuff like this. People who stopped time and analyze it. ❤️🌈🙏😇
Thanks
thnx
thanks