Topic: Stopping Times and the Optional Stopping Theorem

Waiting for Two Consecutive Successes

Uniform Integrability as a Stopping Condition

Truncating Unbounded Stopping Times

The Sigma-Field at a Stopping Time

The Discrete-Time Stopped Martingale Identity

Right-Continuous Stopped Martingales

Recognizing Stopping Times from Information

Positive-Drift First-Passage Times and Overshoots

Optional Stopping Under Uniform Integrability

Optional Stopping in Sequential Likelihood-Ratio Tests