Problemset
23 / 689 problems
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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch05_q001 | Gambler's ruin problem (biased) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q002 | Dice question (sum 12 vs two 7s) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q003 | Coin triplets — expected hitting times Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q004 | Coin triplets — HHH before THH Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q005 | Coin triplets — Penney's ante (choose your sequence) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q006 | Color balls Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q007 | Drunk man Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q008 | Dice game (via Wald's equality) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q009 | Ticket line (ballot problem) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q010 | Coin sequence — expected tosses for n heads Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q011 | Dice game (3 rolls, dynamic programming) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q012 | World series (binomial-tree betting) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q013 | Dynamic dice game Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q014 | Dynamic card game Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q015 | Brownian motion definition and properties Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q016 | Correlation of Brownian motion and its square Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q017 | P(B_1 > 0 and B_2 < 0) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q018 | Stopping time — BM hits ±1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q019 | First passage time Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q020 | BM hits 3 before -5 (with/without drift) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q021 | Generalized Wiener process reaches -1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q022 | Is sqrt(t) * B_t a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q023 | Is W(t)^3 a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 |