Skorokhod stopping times of minimal variance

Hermann Rost

Séminaire de probabilités de Strasbourg (1976)

  • Volume: 10, page 194-208

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Rost, Hermann. "Skorokhod stopping times of minimal variance." Séminaire de probabilités de Strasbourg 10 (1976): 194-208. <http://eudml.org/doc/113077>.

@article{Rost1976,
author = {Rost, Hermann},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {194-208},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Skorokhod stopping times of minimal variance},
url = {http://eudml.org/doc/113077},
volume = {10},
year = {1976},
}

TY - JOUR
AU - Rost, Hermann
TI - Skorokhod stopping times of minimal variance
JO - Séminaire de probabilités de Strasbourg
PY - 1976
PB - Springer - Lecture Notes in Mathematics
VL - 10
SP - 194
EP - 208
LA - eng
UR - http://eudml.org/doc/113077
ER -

References

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  1. [1] Dinges, H.: Stopping sequences. Séminaire de Probabilités VIII, 27-36. Lecture Notes in Mathematics381: Berlin-Heidelberg New York1974. Zbl0287.60054MR383552
  2. [2] Kiefer, J.: Skorokhod imbedding of multivariate RV's and the sample DF. Z.Wahrscheinlichkeitstheorie24, 1-35 (1972). Zbl0267.60034MR341636
  3. [3] Loynes, R.M.: Stopping times of Brownian motion : some roperties of Root's construction. Z.Wahrscheinlichkeitstheorie16, 211-218 (1970). Zbl0193.45701MR292170
  4. [4] Meyer, P.A.: Le schéma de remplissage en temps continu. Séminaire de Probabilités VI, 130-150. Lecture Notes in Mathematics258 : Berlin-Heidelberg-New York1972. Zbl0231.60062MR402946
  5. [5] Root, D.H.: On the existence of certain stopping times on Brownian motion. Annals math. Statistics40, 715-718 (1969). Zbl0174.21902MR238394
  6. [6] Rost, H.: The stopping distributions of a Markov process. Inventiones math. 14, 1-16 (1971). Zbl0225.60025MR346920

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